+468.7%
BTSG vs DRI
+42.0%
+426.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.6% |
| 7D | +5.7% | -1.2% | +7.0% | +6.1% |
| 30D | +0.2% | -0.4% | +0.6% | +0.2% |
| 3M | +5.6% | +9.5% | -3.9% | +2.1% |
| 6M | +50.8% | +6.5% | +44.3% | +46.8% |
| YTD | +67.0% | +18.4% | +48.6% | +55.1% |
| 1Y | +145.5% | +4.2% | +141.3% | +139.2% |
| All | +468.7% | +42.0% | +426.8% | +389.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling