+238.5%
TER vs DRI
+53.9%
+184.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -8.3% | +3.8% | -12.1% | -9.5% |
| 3M | -12.2% | +13.0% | -25.2% | -16.9% |
| 6M | +17.1% | +8.3% | +8.8% | +12.7% |
| YTD | +84.7% | +20.6% | +64.1% | +69.4% |
| 1Y | +199.9% | +6.5% | +193.5% | +187.7% |
| All | +238.5% | +53.9% | +184.6% | +177.0% |
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