+13.7%
COMP vs DRI
+31.8%
-18.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.5% | -6.9% | -7.2% |
| 7D | +7.2% | +4.2% | +3.0% | +5.7% |
| 30D | +6.4% | +15.7% | -9.3% | +1.7% |
| 3M | -19.4% | +5.8% | -25.2% | -21.1% |
| 6M | +14.6% | +18.4% | -3.9% | +8.0% |
| YTD | -5.5% | +28.2% | -33.7% | -9.1% |
| 1Y | +13.7% | +35.9% | -22.3% | +10.2% |
| All | +13.7% | +31.8% | -18.2% | +10.2% |
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