+162.4%
ALL vs DRI
+78.6%
+83.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.0% | +1.1% | +4.0% | +4.8% |
| 30D | +13.3% | +9.7% | +3.6% | +11.0% |
| 3M | +3.2% | +3.2% | 0.0% | +2.3% |
| 6M | +25.3% | +20.6% | +4.8% | +19.6% |
| YTD | +30.5% | +28.3% | +2.2% | +22.1% |
| 1Y | +29.2% | +34.5% | -5.3% | +19.4% |
| 3Y | +119.1% | +66.5% | +52.6% | +89.3% |
| All | +162.4% | +78.6% | +83.8% | +119.0% |
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