+7,460.3%
DRI vs TAP
+862.7%
+6,597.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | +2.8% | +0.5% | +2.3% | +2.6% |
| 30D | +13.3% | +9.1% | +4.1% | +10.6% |
| 3M | +8.2% | -3.8% | +12.0% | +9.0% |
| 6M | +17.5% | -3.4% | +21.0% | +18.1% |
| YTD | +26.9% | -10.6% | +37.5% | +29.4% |
| 1Y | +31.6% | -4.4% | +36.0% | +31.7% |
| 3Y | +67.0% | -24.4% | +91.3% | +75.5% |
| 5Y | +72.9% | +2.1% | +70.8% | +66.3% |
| 10Y | +371.3% | -48.7% | +420.1% | +408.0% |
| All | +7,460.3% | +862.7% | +6,597.6% | +5,385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling