-54.2%
COMP vs DRI
+93.3%
-147.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.8% | -7.3% | -7.7% |
| 7D | -1.8% | +3.7% | -5.5% | -3.7% |
| 30D | -0.8% | +13.5% | -14.2% | -7.7% |
| 3M | -28.1% | +10.4% | -38.5% | -32.5% |
| 6M | +27.0% | +19.5% | +7.5% | +13.3% |
| YTD | -12.8% | +28.2% | -41.0% | -26.3% |
| 1Y | +4.9% | +31.0% | -26.1% | -13.0% |
| 3Y | +321.0% | +67.1% | +253.9% | +175.6% |
| 5Y | -25.6% | +74.7% | -100.3% | -56.6% |
| All | -54.2% | +93.3% | -147.5% | -74.0% |
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