-10.9%
TRI vs DRI
+63.5%
-74.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -14.4% | -4.8% | -9.5% | -13.6% |
| 30D | -8.1% | -5.2% | -2.9% | -7.4% |
| 3M | +17.5% | +2.7% | +14.8% | +16.9% |
| 6M | -5.0% | +3.6% | -8.6% | -5.7% |
| YTD | -24.7% | +15.4% | -40.1% | -27.1% |
| 1Y | -41.5% | +1.3% | -42.8% | -42.0% |
| 3Y | -20.3% | +53.1% | -73.4% | -27.9% |
| 5Y | -10.9% | +64.6% | -75.5% | -22.9% |
| All | -10.9% | +63.5% | -74.4% | -22.9% |
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 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