+372.1%
DRI vs TRU
+238.0%
+134.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.4% | +1.8% |
| 7D | +0.6% | -6.8% | +7.3% | +3.2% |
| 30D | +3.8% | 0.0% | +3.8% | +3.5% |
| 3M | +13.0% | +13.3% | -0.3% | +6.3% |
| 6M | +8.3% | +3.4% | +4.9% | +4.8% |
| YTD | +20.6% | -6.4% | +27.0% | +20.1% |
| 1Y | +6.5% | -9.7% | +16.1% | +6.5% |
| 3Y | +53.7% | +0.1% | +53.6% | +35.6% |
| 5Y | +72.7% | -34.0% | +106.7% | +88.2% |
| 10Y | +363.2% | +147.9% | +215.3% | +220.0% |
| All | +372.1% | +238.0% | +134.1% | +205.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling