+67.7%
T vs DRI
+72.9%
-5.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +11.4% | +3.8% | +7.5% | +10.6% |
| 3M | +14.3% | +13.0% | +1.3% | +11.7% |
| 6M | -9.3% | +8.3% | -17.6% | -10.7% |
| YTD | +7.1% | +20.6% | -13.5% | +3.2% |
| 1Y | -9.1% | +6.5% | -15.5% | -10.5% |
| 3Y | +105.3% | +53.7% | +51.6% | +85.7% |
| All | +67.7% | +72.9% | -5.2% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling