+107.5%
ALL vs DRI
+66.4%
+41.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.3% |
| 7D | -1.9% | +2.8% | -4.8% | -2.4% |
| 30D | +13.8% | +13.3% | +0.5% | +11.5% |
| 3M | -7.0% | +8.2% | -15.2% | -8.4% |
| 6M | +18.0% | +17.5% | +0.5% | +14.4% |
| YTD | +24.2% | +26.9% | -2.7% | +18.4% |
| 1Y | +31.2% | +31.6% | -0.4% | +24.2% |
| 3Y | +107.5% | +67.0% | +40.6% | +89.9% |
| All | +107.5% | +66.4% | +41.1% | +89.9% |
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