-14.0%
COMP vs DRI
+76.5%
-90.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +4.7% |
| 7D | +14.5% | +3.1% | +11.4% | +12.4% |
| 30D | +14.9% | +16.2% | -1.3% | +4.5% |
| 3M | -14.2% | +8.4% | -22.6% | -19.0% |
| 6M | +23.7% | +19.0% | +4.7% | +9.3% |
| YTD | +2.1% | +28.8% | -26.7% | -15.6% |
| 1Y | +26.2% | +33.1% | -6.9% | +1.3% |
| 3Y | +470.9% | +70.8% | +400.1% | +240.6% |
| 5Y | -14.0% | +74.2% | -88.3% | -53.9% |
| All | -14.0% | +76.5% | -90.5% | -53.9% |
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