+54.6%
TER vs DRI
+74.0%
-19.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.0% |
| 7D | -20.5% | +2.8% | -23.3% | -21.7% |
| 30D | -47.0% | +13.3% | -60.3% | -50.4% |
| 3M | -43.3% | +8.2% | -51.5% | -46.2% |
| 6M | -42.9% | +17.5% | -60.5% | -49.1% |
| YTD | +12.9% | +26.9% | -14.0% | -4.2% |
| 1Y | +18.2% | +31.6% | -13.4% | -2.1% |
| 3Y | +151.8% | +67.0% | +84.8% | +72.7% |
| All | +54.6% | +74.0% | -19.4% | -2.5% |
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