+31.0%
DRI vs TRU
+4.5%
+26.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | +3.7% | +9.8% | -6.1% | +2.6% |
| 30D | +13.5% | +30.7% | -17.2% | +10.2% |
| 3M | +10.4% | +3.8% | +6.6% | +9.2% |
| 6M | +19.5% | +21.9% | -2.4% | +16.9% |
| YTD | +28.2% | -2.8% | +31.0% | +26.5% |
| 1Y | +31.0% | +4.8% | +26.2% | +24.6% |
| All | +31.0% | +4.5% | +26.5% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling