+67.0%
DRI vs TAP
-23.7%
+90.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | 0.0% |
| 7D | +2.8% | +0.5% | +2.3% | +2.7% |
| 30D | +13.3% | +9.1% | +4.1% | +11.1% |
| 3M | +8.2% | -3.8% | +12.0% | +8.8% |
| 6M | +17.5% | -3.4% | +21.0% | +18.0% |
| YTD | +26.9% | -10.6% | +37.5% | +28.9% |
| 1Y | +31.6% | -4.4% | +36.0% | +31.3% |
| 3Y | +67.0% | -24.4% | +91.3% | +71.7% |
| All | +67.0% | -23.7% | +90.6% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling