+7,574.6%
DRI vs TRMB
+1,571.7%
+6,002.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.3% |
| 7D | +3.1% | -17.0% | +20.1% | +6.1% |
| 30D | +16.2% | -9.0% | +25.2% | +17.6% |
| 3M | +8.4% | -8.1% | +16.5% | +9.3% |
| 6M | +19.0% | -10.1% | +29.1% | +20.2% |
| YTD | +28.8% | -30.2% | +59.0% | +35.7% |
| 1Y | +33.1% | -30.7% | +63.8% | +40.3% |
| 3Y | +70.8% | +32.6% | +38.1% | +58.7% |
| 5Y | +74.2% | -38.1% | +112.4% | +83.0% |
| 10Y | +345.5% | +98.9% | +246.6% | +290.4% |
| All | +7,574.6% | +1,571.7% | +6,002.8% | +5,074.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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