+43.6%
DE vs DRI
+2.4%
+41.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -2.6% | -3.2% | +0.7% | -2.1% |
| 30D | +9.0% | -7.8% | +16.8% | +10.1% |
| 3M | +19.1% | +0.4% | +18.8% | +19.1% |
| 6M | +14.4% | +4.8% | +9.6% | +13.4% |
| YTD | +45.9% | +16.7% | +29.2% | +42.0% |
| 1Y | +43.6% | +1.5% | +42.1% | +37.7% |
| All | +43.6% | +2.4% | +41.2% | +37.7% |
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