+126.4%
DRI vs TW
+221.1%
-94.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +0.6% | -2.3% | +2.9% | +1.3% |
| 30D | +3.8% | +3.9% | -0.1% | +2.3% |
| 3M | +13.0% | +5.7% | +7.3% | +10.1% |
| 6M | +8.3% | -14.5% | +22.8% | +13.3% |
| YTD | +20.6% | -0.9% | +21.5% | +18.9% |
| 1Y | +6.5% | -13.5% | +20.0% | +10.3% |
| 3Y | +53.7% | +25.0% | +28.7% | +31.5% |
| 5Y | +72.7% | +22.7% | +50.0% | +45.4% |
| All | +126.4% | +221.1% | -94.7% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling