+8,398.6%
TPR vs DRI
+3,234.7%
+5,164.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +14.2% | +2.8% | +11.4% | +12.5% |
| 30D | +17.1% | +13.3% | +3.8% | +9.6% |
| 3M | -17.7% | +8.2% | -25.9% | -21.3% |
| 6M | -10.2% | +17.5% | -27.7% | -18.1% |
| YTD | +4.9% | +26.9% | -22.0% | -8.6% |
| 1Y | +36.1% | +31.6% | +4.6% | +16.1% |
| 3Y | +416.5% | +67.0% | +349.5% | +278.7% |
| 5Y | +254.8% | +72.9% | +181.9% | +156.0% |
| 10Y | +391.7% | +371.3% | +20.4% | +96.9% |
| All | +8,398.6% | +3,234.7% | +5,164.0% | +1,134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling