+463.5%
BTSG vs DRI
+39.6%
+423.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +2.9% | -4.8% | +7.7% | +4.5% |
| 30D | +0.9% | -3.9% | +4.8% | +2.1% |
| 3M | +1.6% | +5.1% | -3.5% | -0.4% |
| 6M | +46.8% | +5.5% | +41.3% | +43.3% |
| YTD | +65.5% | +16.5% | +49.1% | +54.5% |
| 1Y | +136.2% | +2.0% | +134.3% | +131.9% |
| All | +463.5% | +39.6% | +423.9% | +387.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling