-25.8%
TE vs DRI
+34.0%
-59.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.1% | -8.6% | -0.5% |
| 7D | +3.8% | +6.5% | -2.7% | +7.9% |
| 30D | -26.2% | +16.4% | -42.6% | -18.9% |
| 3M | -49.7% | +13.6% | -63.4% | -45.1% |
| 6M | -46.5% | +22.0% | -68.5% | -38.9% |
| YTD | -59.1% | +29.3% | -88.4% | -48.8% |
| 1Y | -25.8% | +32.0% | -57.8% | -2.1% |
| All | -25.8% | +34.0% | -59.8% | -2.1% |
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