+76.3%
DE vs DRI
+54.1%
+22.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -3.0% | -4.8% | +1.8% | -1.7% |
| 30D | +11.1% | -3.9% | +15.1% | +12.3% |
| 3M | +17.6% | +5.1% | +12.5% | +15.6% |
| 6M | +13.6% | +5.5% | +8.1% | +11.2% |
| YTD | +46.3% | +16.5% | +29.8% | +37.9% |
| 1Y | +44.2% | +2.0% | +42.2% | +41.8% |
| All | +76.3% | +54.1% | +22.1% | +42.9% |
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