+1,251.0%
BE vs DRI
+70.3%
+1,180.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.5% | +10.6% |
| 7D | +29.8% | -1.2% | +31.0% | +30.4% |
| 30D | +26.4% | -0.4% | +26.8% | +26.5% |
| 3M | +9.3% | +9.5% | -0.2% | +2.2% |
| 6M | +105.1% | +6.5% | +98.6% | +94.4% |
| YTD | +219.0% | +18.4% | +200.6% | +180.7% |
| 1Y | +418.8% | +4.2% | +414.5% | +389.7% |
| 3Y | +1,784.6% | +57.1% | +1,727.5% | +1,112.0% |
| 5Y | +1,251.0% | +70.4% | +1,180.6% | +666.7% |
| All | +1,251.0% | +70.3% | +1,180.6% | +666.7% |
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