+19.3%
TPR vs DRI
+34.0%
-14.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +1.4% |
| 7D | +12.6% | +6.5% | +6.2% | +9.7% |
| 30D | +7.1% | +16.4% | -9.3% | +0.8% |
| 3M | -19.4% | +13.6% | -33.0% | -23.4% |
| 6M | -9.7% | +22.0% | -31.7% | -17.3% |
| YTD | -1.0% | +29.3% | -30.3% | -12.0% |
| 1Y | +19.3% | +32.0% | -12.7% | +4.6% |
| All | +19.3% | +34.0% | -14.7% | +4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling