+122.2%
ALL vs DRI
+72.9%
+49.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -1.5% | +3.8% | -5.3% | -2.4% |
| 3M | +23.6% | +13.0% | +10.6% | +20.0% |
| 6M | +22.3% | +8.3% | +14.0% | +19.7% |
| YTD | +26.5% | +20.6% | +5.9% | +20.5% |
| 1Y | +27.0% | +6.5% | +20.6% | +24.2% |
| 3Y | +149.6% | +53.7% | +95.9% | +121.4% |
| All | +122.2% | +72.9% | +49.3% | +87.0% |
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