+345.5%
DRI vs TAP
-49.5%
+395.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.0% |
| 7D | +3.1% | -7.8% | +10.9% | +6.3% |
| 30D | +16.2% | +7.1% | +9.1% | +13.0% |
| 3M | +8.4% | -7.0% | +15.4% | +10.9% |
| 6M | +19.0% | -3.8% | +22.8% | +19.8% |
| YTD | +28.8% | -11.7% | +40.5% | +33.0% |
| 1Y | +33.1% | -10.1% | +43.2% | +36.3% |
| 3Y | +70.8% | -23.7% | +94.5% | +82.6% |
| 5Y | +74.2% | +2.9% | +71.3% | +58.0% |
| 10Y | +345.5% | -49.5% | +395.0% | +287.3% |
| All | +345.5% | -49.5% | +395.0% | +287.3% |
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