+524.6%
TRI vs DRI
+1,608.7%
-1,084.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.8% | -4.7% | -6.1% |
| 7D | -7.1% | -1.2% | -5.9% | -6.8% |
| 30D | -2.3% | -0.4% | -1.9% | -2.3% |
| 3M | +19.6% | +9.5% | +10.1% | +16.9% |
| 6M | -8.7% | +6.5% | -15.2% | -10.3% |
| YTD | -22.3% | +18.4% | -40.7% | -25.8% |
| 1Y | -40.7% | +4.2% | -44.9% | -41.8% |
| 3Y | -17.8% | +57.1% | -74.8% | -27.7% |
| 5Y | -8.5% | +70.4% | -78.9% | -22.3% |
| 10Y | +192.6% | +354.0% | -161.5% | +77.4% |
| All | +524.6% | +1,608.7% | -1,084.0% | +140.3% |
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