-12.0%
A vs DRI
+72.9%
-84.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | +6.9% | +3.8% | +3.1% | +5.3% |
| 3M | +9.2% | +13.0% | -3.8% | +4.1% |
| 6M | +25.7% | +8.3% | +17.4% | +21.3% |
| YTD | +11.5% | +20.6% | -9.1% | +2.8% |
| 1Y | +18.4% | +6.5% | +11.9% | +14.0% |
| 3Y | +26.6% | +53.7% | -27.1% | +4.2% |
| All | -12.0% | +72.9% | -84.9% | -33.8% |
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 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