+46.9%
DRI vs TLN
+583.6%
-536.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -0.7% |
| 7D | +0.6% | +7.1% | -6.5% | +0.2% |
| 30D | +3.8% | -3.9% | +7.7% | +4.1% |
| 3M | +13.0% | -16.2% | +29.2% | +13.9% |
| 6M | +8.3% | -5.8% | +14.1% | +8.1% |
| YTD | +20.6% | -15.4% | +36.0% | +21.0% |
| 1Y | +6.5% | -16.7% | +23.1% | +6.6% |
| 3Y | +53.7% | +473.8% | -420.0% | +38.2% |
| All | +46.9% | +583.6% | -536.6% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling