+590.9%
TRI vs DRI
+1,750.6%
-1,159.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | +3.7% | +9.7% | -6.0% | +1.6% |
| 3M | +3.7% | +3.2% | +0.5% | +3.0% |
| 6M | +35.1% | +20.6% | +14.6% | +29.2% |
| YTD | -14.0% | +28.3% | -42.3% | -19.4% |
| 1Y | -19.0% | +34.5% | -53.5% | -24.9% |
| 3Y | -12.0% | +66.5% | -78.5% | -23.5% |
| 5Y | +0.6% | +79.6% | -79.0% | -15.3% |
| 10Y | +225.4% | +333.8% | -108.3% | +100.5% |
| All | +590.9% | +1,750.6% | -1,159.6% | +161.1% |
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