+70.6%
ACWI vs DRI
+66.4%
+4.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -2.4% | +2.8% | -5.2% | -2.8% |
| 30D | -5.2% | +13.3% | -18.4% | -7.1% |
| 3M | -4.8% | +8.2% | -13.0% | -6.2% |
| 6M | -1.3% | +17.5% | -18.9% | -4.4% |
| YTD | +8.4% | +26.9% | -18.5% | +2.9% |
| 1Y | +11.0% | +31.6% | -20.5% | +4.5% |
| 3Y | +70.6% | +67.0% | +3.6% | +50.7% |
| All | +70.6% | +66.4% | +4.1% | +50.7% |
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