+16.9%
TPR vs DRI
+6.9%
+10.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -2.7% | +0.6% | -3.2% | -2.9% |
| 30D | -23.3% | +3.8% | -27.1% | -24.2% |
| 3M | -12.8% | +13.0% | -25.8% | -16.6% |
| 6M | -21.7% | +8.3% | -30.0% | -24.3% |
| YTD | -3.9% | +20.6% | -24.5% | -9.8% |
| 1Y | +16.9% | +6.5% | +10.5% | +6.0% |
| All | +16.9% | +6.9% | +10.0% | +6.0% |
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