+64.6%
DRI vs BTG
+74.4%
-9.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.7% |
| 7D | -4.8% | -5.8% | +1.0% | -4.5% |
| 30D | -5.2% | +5.7% | -10.9% | -5.5% |
| 3M | +2.7% | +38.1% | -35.4% | +0.7% |
| 6M | +3.6% | +0.3% | +3.3% | +3.2% |
| YTD | +15.4% | +19.9% | -4.5% | +13.2% |
| 1Y | +1.3% | +24.6% | -23.3% | -1.4% |
| 3Y | +53.1% | +96.6% | -43.5% | +41.7% |
| 5Y | +64.6% | +77.7% | -13.1% | +58.7% |
| All | +64.6% | +74.4% | -9.8% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling