+1,345.9%
DRI vs BTG
+332.2%
+1,013.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +1.1% | -9.1% | +10.1% | +1.5% |
| 30D | +9.7% | -1.6% | +11.3% | +9.7% |
| 3M | +3.2% | -2.8% | +6.0% | +3.2% |
| 6M | +20.6% | -7.6% | +28.2% | +20.5% |
| YTD | +28.3% | +10.2% | +18.0% | +26.7% |
| 1Y | +34.5% | +21.3% | +13.3% | +32.3% |
| 3Y | +66.5% | +82.7% | -16.2% | +59.3% |
| 5Y | +79.6% | +30.8% | +48.8% | +73.3% |
| 10Y | +333.8% | +163.7% | +170.1% | +303.6% |
| All | +1,345.9% | +332.2% | +1,013.7% | +1,140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling