-8.1%
DT vs DRI
+66.4%
-74.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -24.7% | +2.8% | -27.5% | -25.0% |
| 30D | -27.4% | +13.3% | -40.6% | -28.8% |
| 3M | -11.1% | +8.2% | -19.3% | -12.6% |
| 6M | +13.7% | +17.5% | -3.9% | +9.8% |
| YTD | +0.2% | +26.9% | -26.7% | -6.0% |
| 1Y | -5.7% | +31.6% | -37.3% | -12.6% |
| 3Y | -8.1% | +67.0% | -75.1% | -19.4% |
| All | -8.1% | +66.4% | -74.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling