+70.6%
ACWI vs DRI
+68.1%
+2.5%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.7% |
| 7D | -4.0% | +3.7% | -7.7% | -4.6% |
| 30D | -5.8% | +13.5% | -19.3% | -7.8% |
| 3M | -5.0% | +10.4% | -15.4% | -6.7% |
| 6M | +0.7% | +19.5% | -18.8% | -2.8% |
| YTD | +8.4% | +28.2% | -19.8% | +2.8% |
| 1Y | +10.1% | +31.0% | -20.9% | +3.8% |
| All | +70.6% | +68.1% | +2.5% | +50.5% |
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