+593.0%
BE vs DRI
+165.1%
+427.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.1% |
| 7D | -14.7% | +2.8% | -17.5% | -16.7% |
| 30D | -40.5% | +13.3% | -53.8% | -45.7% |
| 3M | -24.3% | +8.2% | -32.5% | -29.4% |
| 6M | -39.3% | +17.5% | -56.9% | -47.7% |
| YTD | +99.4% | +26.9% | +72.5% | +61.6% |
| 1Y | +26.6% | +31.6% | -5.0% | -0.6% |
| 3Y | +1,616.9% | +67.0% | +1,550.0% | +951.3% |
| 5Y | +441.4% | +72.9% | +368.5% | +226.0% |
| All | +593.0% | +165.1% | +427.8% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling