+54.6%
DRI vs TLN
+630.2%
-575.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.1% | -8.1% | -1.3% |
| 7D | +2.8% | -1.3% | +4.1% | +2.8% |
| 30D | +13.3% | -10.5% | +23.7% | +13.7% |
| 3M | +8.2% | +0.1% | +8.1% | +7.9% |
| 6M | +17.5% | -17.4% | +34.9% | +18.2% |
| YTD | +26.9% | -9.7% | +36.6% | +26.5% |
| 1Y | +31.6% | -12.3% | +43.8% | +31.3% |
| 3Y | +67.0% | +528.3% | -461.3% | +48.8% |
| All | +54.6% | +630.2% | -575.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling