+112.4%
BTSG vs DRI
+36.6%
+75.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.2% | -1.5% |
| 7D | +8.5% | -0.3% | +8.8% | +8.5% |
| 30D | +14.0% | +10.8% | +3.2% | +11.7% |
| 3M | +19.7% | +0.9% | +18.8% | +19.3% |
| 6M | +28.7% | +16.3% | +12.4% | +24.9% |
| YTD | +90.8% | +27.8% | +63.0% | +76.9% |
| 1Y | +112.4% | +33.9% | +78.5% | +92.0% |
| All | +112.4% | +36.6% | +75.8% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling