+256.1%
TPR vs DRI
+74.0%
+182.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +14.2% | +2.8% | +11.4% | +12.3% |
| 30D | +17.1% | +13.3% | +3.8% | +8.8% |
| 3M | -17.7% | +8.2% | -25.9% | -21.8% |
| 6M | -10.2% | +17.5% | -27.7% | -19.2% |
| YTD | +4.9% | +26.9% | -22.0% | -10.6% |
| 1Y | +36.1% | +31.6% | +4.6% | +13.1% |
| 3Y | +416.5% | +67.0% | +349.5% | +245.8% |
| All | +256.1% | +74.0% | +182.1% | +119.5% |
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