+130.7%
C vs DRI
+72.9%
+57.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 3M | +2.4% | +13.0% | -10.6% | -2.9% |
| 6M | +24.9% | +8.3% | +16.6% | +20.2% |
| YTD | +19.8% | +20.6% | -0.8% | +10.1% |
| 1Y | +44.9% | +6.5% | +38.4% | +39.4% |
| 3Y | +263.0% | +53.7% | +209.3% | +197.8% |
| All | +130.7% | +72.9% | +57.8% | +74.7% |
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