+85.4%
BE vs DRI
+34.4%
+51.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -4.9% |
| 7D | +10.8% | +1.1% | +9.8% | +10.9% |
| 30D | -19.8% | +9.7% | -29.5% | -19.1% |
| 3M | -18.7% | +3.2% | -21.9% | -17.8% |
| 6M | -33.7% | +20.6% | -54.3% | -34.3% |
| YTD | +121.0% | +28.3% | +92.7% | +116.7% |
| 1Y | +85.4% | +34.5% | +50.9% | +77.5% |
| All | +85.4% | +34.4% | +51.0% | +77.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling