+84.4%
DT vs DRI
+132.5%
-48.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -20.2% | +3.1% | -23.4% | -21.1% |
| 30D | -30.8% | +16.2% | -47.0% | -34.4% |
| 3M | -10.2% | +8.4% | -18.6% | -13.2% |
| 6M | +8.0% | +19.0% | -11.0% | +0.8% |
| YTD | +1.5% | +28.8% | -27.4% | -9.1% |
| 1Y | -6.9% | +33.1% | -40.0% | -17.7% |
| 3Y | -10.9% | +70.8% | -81.7% | -29.6% |
| 5Y | -42.2% | +74.2% | -116.4% | -55.1% |
| All | +84.4% | +132.5% | -48.2% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling