+78.8%
DRI vs TRU
-25.4%
+104.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +14.7% | +24.3% | -9.6% | +8.9% |
| 3M | +5.4% | +2.3% | +3.1% | +4.4% |
| 6M | +18.8% | +17.7% | +1.2% | +13.3% |
| YTD | +28.4% | -3.8% | +32.2% | +27.3% |
| 1Y | +37.7% | -0.3% | +38.0% | +35.2% |
| 3Y | +68.0% | +58.4% | +9.5% | +38.3% |
| 5Y | +78.8% | -24.0% | +102.8% | +101.2% |
| All | +78.8% | -25.4% | +104.2% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling