+66.2%
A vs DRI
+66.4%
-0.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.1% | +2.8% | -2.9% | -0.8% |
| 30D | +3.4% | +13.3% | -9.9% | +0.2% |
| 3M | +23.8% | +8.2% | +15.7% | +20.9% |
| 6M | +49.0% | +17.5% | +31.5% | +41.7% |
| YTD | +29.4% | +26.9% | +2.5% | +19.1% |
| 1Y | +19.4% | +31.6% | -12.2% | +8.4% |
| 3Y | +66.2% | +67.0% | -0.8% | +36.5% |
| All | +66.2% | +66.4% | -0.2% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling