-42.9%
TER vs DRI
+16.0%
-58.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +1.9% |
| 7D | -20.5% | +2.8% | -23.3% | -18.6% |
| 30D | -47.0% | +13.3% | -60.3% | -42.2% |
| 3M | -43.3% | +8.2% | -51.5% | -38.6% |
| 6M | -42.9% | +17.5% | -60.5% | -33.4% |
| All | -42.9% | +16.0% | -58.9% | -33.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling