+65.9%
DRI vs TRU
+57.8%
+8.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.2% |
| 7D | -0.3% | -2.2% | +1.8% | 0.0% |
| 30D | +10.8% | +20.2% | -9.3% | +7.3% |
| 3M | +0.9% | +2.2% | -1.3% | +0.2% |
| 6M | +16.3% | +17.6% | -1.3% | +12.4% |
| YTD | +27.8% | -5.0% | +32.7% | +27.5% |
| 1Y | +33.9% | -1.0% | +34.8% | +32.3% |
| All | +65.9% | +57.8% | +8.2% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling