+151.8%
TER vs DRI
+66.4%
+85.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | -20.5% | +2.8% | -23.3% | -21.0% |
| 30D | -47.0% | +13.3% | -60.3% | -48.9% |
| 3M | -43.3% | +8.2% | -51.5% | -44.8% |
| 6M | -42.9% | +17.5% | -60.5% | -46.7% |
| YTD | +12.9% | +26.9% | -14.0% | +1.7% |
| 1Y | +18.2% | +31.6% | -13.4% | +4.7% |
| 3Y | +151.8% | +67.0% | +84.8% | +89.6% |
| All | +151.8% | +66.4% | +85.4% | +89.6% |
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