+56.4%
DRI vs TLN
+716.6%
-660.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.7% | -0.1% |
| 7D | -0.7% | +15.9% | -16.6% | -1.3% |
| 30D | +14.7% | -0.3% | +15.0% | +14.6% |
| 3M | +5.4% | +5.8% | -0.4% | +5.0% |
| 6M | +18.8% | -1.2% | +20.1% | +18.5% |
| YTD | +28.4% | +1.0% | +27.3% | +27.4% |
| 1Y | +37.7% | +1.1% | +36.6% | +36.5% |
| 3Y | +68.0% | +591.7% | -523.8% | +49.1% |
| All | +56.4% | +716.6% | -660.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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