+110.0%
DRI vs TXG
+16.0%
+94.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +0.6% | +1.8% | -1.2% | +0.3% |
| 30D | +3.8% | +32.0% | -28.2% | -0.2% |
| 3M | +13.0% | +87.0% | -74.0% | +3.0% |
| 6M | +8.3% | +180.1% | -171.8% | -7.3% |
| YTD | +20.6% | +284.1% | -263.5% | -1.8% |
| 1Y | +6.5% | +361.7% | -355.2% | -16.7% |
| 3Y | +53.7% | +15.9% | +37.8% | +40.4% |
| 5Y | +72.7% | -66.2% | +138.9% | +75.7% |
| All | +110.0% | +16.0% | +94.0% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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