+43.2%
TER vs DRI
+34.0%
+9.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.1% | -11.9% | -6.3% |
| 7D | -19.9% | +6.5% | -26.4% | -19.4% |
| 30D | -43.5% | +16.4% | -59.9% | -43.3% |
| 3M | -37.8% | +13.6% | -51.4% | -37.6% |
| 6M | -25.6% | +22.0% | -47.6% | -28.3% |
| YTD | +29.8% | +29.3% | +0.5% | +19.0% |
| 1Y | +43.2% | +32.0% | +11.1% | +29.3% |
| All | +43.2% | +34.0% | +9.2% | +29.3% |
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