+94.7%
DE vs DRI
+68.4%
+26.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +9.3% | +14.7% | -5.3% | +5.3% |
| 3M | +12.2% | +5.4% | +6.8% | +10.3% |
| 6M | +18.1% | +18.8% | -0.7% | +11.9% |
| YTD | +49.8% | +28.4% | +21.4% | +37.7% |
| 1Y | +46.4% | +37.7% | +8.7% | +31.4% |
| All | +94.7% | +68.4% | +26.4% | +61.0% |
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