+265.0%
C vs DRI
+53.9%
+211.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.4% |
| 30D | +0.1% | +3.8% | -3.8% | -1.3% |
| 3M | +2.4% | +13.0% | -10.6% | -2.3% |
| 6M | +24.9% | +8.3% | +16.6% | +20.7% |
| YTD | +19.8% | +20.6% | -0.8% | +11.0% |
| 1Y | +44.9% | +6.5% | +38.4% | +40.1% |
| All | +265.0% | +53.9% | +211.1% | +214.1% |
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