+47.9%
DE vs DRI
+6.9%
+40.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +10.0% | +0.6% | +9.4% | +10.0% |
| 30D | +13.3% | +3.8% | +9.5% | +12.9% |
| 3M | +17.5% | +13.0% | +4.5% | +15.6% |
| 6M | +13.6% | +8.3% | +5.3% | +12.1% |
| YTD | +49.8% | +20.6% | +29.2% | +45.0% |
| 1Y | +47.9% | +6.5% | +41.4% | +41.7% |
| All | +47.9% | +6.9% | +40.9% | +41.7% |
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