+116.7%
DRI vs TW
+209.8%
-93.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -4.8% | -2.7% | -2.1% | -3.9% |
| 30D | -5.2% | -1.7% | -3.5% | -4.8% |
| 3M | +2.7% | +1.6% | +1.1% | +1.5% |
| 6M | +3.6% | -17.7% | +21.3% | +9.8% |
| YTD | +15.4% | -4.3% | +19.8% | +15.2% |
| 1Y | +1.3% | -13.1% | +14.4% | +4.6% |
| 3Y | +53.1% | +20.3% | +32.8% | +32.8% |
| 5Y | +64.6% | +22.0% | +42.6% | +38.2% |
| All | +116.7% | +209.8% | -93.2% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling