-8.0%
T vs DRI
+32.5%
-40.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.7% | +3.1% | -1.4% | +1.0% |
| 30D | -1.7% | +16.2% | -18.0% | -4.3% |
| 3M | -7.3% | +8.4% | -15.7% | -9.1% |
| 6M | -11.2% | +19.0% | -30.2% | -13.9% |
| YTD | -8.1% | +28.8% | -36.9% | -11.8% |
| All | -8.0% | +32.5% | -40.5% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling