+7,716.4%
TPR vs DRI
+3,069.4%
+4,647.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | -23.0% | +3.8% | -26.8% | -24.5% |
| 3M | -12.5% | +13.0% | -25.5% | -18.1% |
| 6M | -21.4% | +8.3% | -29.7% | -25.1% |
| YTD | -3.5% | +20.6% | -24.1% | -13.4% |
| 1Y | +17.4% | +6.5% | +10.9% | +11.9% |
| 3Y | +291.3% | +53.7% | +237.5% | +200.5% |
| 5Y | +241.9% | +72.7% | +169.2% | +147.3% |
| 10Y | +322.7% | +363.2% | -40.5% | +71.3% |
| All | +7,716.4% | +3,069.4% | +4,647.1% | +1,070.4% |
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 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