+15.2%
D vs DRI
+74.0%
-58.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +3.0% | +2.8% | +0.2% | +2.5% |
| 30D | +11.5% | +13.3% | -1.8% | +9.3% |
| 3M | +3.7% | +8.2% | -4.4% | +2.3% |
| 6M | +13.5% | +17.5% | -4.0% | +10.2% |
| YTD | +20.7% | +26.9% | -6.2% | +15.2% |
| 1Y | +18.2% | +31.6% | -13.3% | +12.1% |
| 3Y | +73.3% | +67.0% | +6.4% | +57.1% |
| All | +15.2% | +74.0% | -58.8% | +5.6% |
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