-18.3%
TE vs DRI
+56.7%
-74.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.8% | +11.8% | +10.5% |
| 7D | +18.2% | -1.2% | +19.4% | +18.5% |
| 30D | -13.5% | -0.4% | -13.1% | -14.0% |
| 3M | -44.6% | +9.5% | -54.1% | -47.6% |
| 6M | -24.7% | +6.5% | -31.2% | -28.3% |
| YTD | -24.3% | +18.4% | -42.7% | -33.7% |
| 1Y | +155.6% | +4.2% | +151.3% | +143.0% |
| 3Y | -18.3% | +57.1% | -75.3% | -45.8% |
| All | -18.3% | +56.7% | -74.9% | -45.8% |
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