+233.5%
TPR vs DRI
+78.4%
+155.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | +12.1% | +4.2% | +7.8% | +9.3% |
| 30D | +16.7% | +15.7% | +1.0% | +7.1% |
| 3M | -17.4% | +5.8% | -23.1% | -20.4% |
| 6M | +2.3% | +18.4% | -16.1% | -8.4% |
| YTD | +7.1% | +28.2% | -21.1% | -9.4% |
| 1Y | +29.5% | +35.9% | -6.4% | +5.4% |
| 3Y | +415.0% | +67.7% | +347.3% | +243.4% |
| All | +233.5% | +78.4% | +155.1% | +101.4% |
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 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