+76.0%
D vs DRI
+68.4%
+7.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +9.0% | +14.7% | -5.7% | +6.6% |
| 3M | +1.0% | +5.4% | -4.5% | -0.1% |
| 6M | +11.0% | +18.8% | -7.8% | +7.5% |
| YTD | +19.8% | +28.4% | -8.6% | +13.7% |
| 1Y | +16.0% | +37.7% | -21.7% | +8.5% |
| All | +76.0% | +68.4% | +7.7% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling