+53.2%
CSX vs DRI
+6.9%
+46.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | -3.1% | +3.8% | -6.9% | -3.6% |
| 3M | +7.2% | +13.0% | -5.8% | +5.1% |
| 6M | +16.2% | +8.3% | +7.9% | +14.6% |
| YTD | +37.5% | +20.6% | +16.9% | +32.3% |
| 1Y | +53.2% | +6.5% | +46.8% | +49.1% |
| All | +53.2% | +6.9% | +46.3% | +49.1% |
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