+33.9%
TER vs DRI
+32.5%
+1.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.8% |
| 7D | -5.8% | +3.1% | -8.9% | -5.4% |
| 30D | -38.9% | +16.2% | -55.2% | -38.7% |
| 3M | -35.1% | +8.4% | -43.5% | -34.6% |
| 6M | -31.6% | +19.0% | -50.6% | -33.4% |
| YTD | +27.2% | +28.8% | -1.6% | +15.4% |
| All | +33.9% | +32.5% | +1.4% | +16.2% |
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