+32.0%
DRI vs TAP
+4.4%
+27.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.0% | +2.1% | +4.5% |
| 7D | +6.5% | +9.9% | -3.5% | +4.7% |
| 30D | +16.4% | +18.1% | -1.7% | +13.0% |
| 3M | +13.6% | +3.2% | +10.4% | +12.6% |
| 6M | +22.0% | +8.4% | +13.6% | +20.0% |
| YTD | +29.3% | -4.4% | +33.7% | +28.2% |
| 1Y | +32.0% | +3.2% | +28.8% | +30.4% |
| All | +32.0% | +4.4% | +27.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling