+71.7%
TER vs DRI
+78.6%
-7.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +14.4% | +1.1% | +13.3% | +13.9% |
| 30D | -30.6% | +9.7% | -40.3% | -33.9% |
| 3M | -39.2% | +3.2% | -42.4% | -40.8% |
| 6M | -31.3% | +20.6% | -51.8% | -39.4% |
| YTD | +29.1% | +28.3% | +0.8% | +9.0% |
| 1Y | +47.4% | +34.5% | +12.9% | +20.8% |
| 3Y | +191.2% | +66.5% | +124.7% | +100.7% |
| All | +71.7% | +78.6% | -7.0% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling