+56.3%
DRI vs FBTC
+54.5%
+1.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.7% | -6.8% | +6.1% | -0.3% |
| 30D | +14.7% | -9.9% | +24.6% | +15.4% |
| 3M | +5.4% | +17.5% | -12.0% | +4.3% |
| 6M | +18.8% | -9.1% | +27.9% | +19.5% |
| YTD | +28.4% | -14.9% | +43.3% | +29.4% |
| 1Y | +37.7% | -27.6% | +65.2% | +40.4% |
| All | +56.3% | +54.5% | +1.8% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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