-80.5%
TE vs DRI
+141.9%
-222.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -19.1% | +1.1% | -20.1% | -19.2% |
| 30D | -34.1% | +9.7% | -43.8% | -35.2% |
| 3M | -60.1% | +3.2% | -63.3% | -60.4% |
| 6M | -66.0% | +20.6% | -86.5% | -67.5% |
| YTD | -71.4% | +28.3% | -99.7% | -73.2% |
| 1Y | -45.3% | +34.5% | -79.8% | -49.3% |
| 3Y | +9.1% | +66.5% | -57.4% | -2.5% |
| 5Y | -82.6% | +79.6% | -162.2% | -84.7% |
| All | -80.5% | +141.9% | -222.5% | -83.1% |
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 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