-38.4%
TRI vs DRI
+6.9%
-45.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +7.9% | +3.8% | +4.0% | +7.4% |
| 3M | +24.1% | +13.0% | +11.0% | +23.1% |
| 6M | +3.8% | +8.3% | -4.5% | +3.1% |
| YTD | -16.9% | +20.6% | -37.5% | -20.1% |
| 1Y | -38.4% | +6.5% | -44.8% | -38.8% |
| All | -38.4% | +6.9% | -45.3% | -38.8% |
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