+343.0%
DRI vs BTG
+159.3%
+183.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | -3.2% | -3.8% | +0.5% | -3.0% |
| 30D | -7.8% | +3.6% | -11.5% | -8.1% |
| 3M | +0.4% | +32.0% | -31.7% | -1.8% |
| 6M | +4.8% | +3.4% | +1.4% | +3.9% |
| YTD | +16.7% | +20.8% | -4.1% | +14.0% |
| 1Y | +1.5% | +22.4% | -20.9% | -1.4% |
| 3Y | +56.3% | +91.7% | -35.5% | +44.5% |
| 5Y | +66.4% | +79.0% | -12.6% | +52.8% |
| All | +343.0% | +159.3% | +183.8% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling