-19.0%
BAX vs DRI
+68.2%
-87.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | +4.1% | +9.7% | -5.6% | +0.6% |
| 3M | -4.5% | +3.2% | -7.7% | -5.8% |
| 6M | +49.2% | +20.6% | +28.7% | +38.4% |
| YTD | +35.2% | +28.3% | +7.0% | +22.2% |
| 1Y | +38.3% | +34.5% | +3.7% | +22.7% |
| 3Y | -19.0% | +66.5% | -85.6% | -34.1% |
| All | -19.0% | +68.2% | -87.3% | -34.1% |
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