+354.0%
DRI vs TAP
-52.1%
+406.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.3% |
| 7D | -1.2% | -2.3% | +1.1% | -0.4% |
| 30D | -0.4% | -9.4% | +9.0% | +3.2% |
| 3M | +9.5% | -0.8% | +10.3% | +9.4% |
| 6M | +6.5% | -14.7% | +21.2% | +12.3% |
| YTD | +18.4% | -13.9% | +32.4% | +23.8% |
| 1Y | +4.2% | -18.6% | +22.8% | +11.0% |
| 3Y | +57.1% | -32.0% | +89.1% | +76.4% |
| 5Y | +70.4% | -1.0% | +71.4% | +57.6% |
| 10Y | +354.0% | -51.4% | +405.4% | +307.8% |
| All | +354.0% | -52.1% | +406.1% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling