-44.8%
COMP vs DRI
+81.8%
-126.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.9% |
| 7D | +1.4% | +0.6% | +0.8% | +1.0% |
| 30D | -13.3% | +3.8% | -17.2% | -15.5% |
| 3M | +41.1% | +13.0% | +28.1% | +30.4% |
| 6M | +17.2% | +8.3% | +8.9% | +10.8% |
| YTD | +5.2% | +20.6% | -15.4% | -7.8% |
| 1Y | +18.9% | +6.5% | +12.5% | +11.9% |
| 3Y | +215.9% | +53.7% | +162.2% | +118.5% |
| 5Y | -31.2% | +72.7% | -103.9% | -58.8% |
| All | -44.8% | +81.8% | -126.6% | -67.5% |
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