+98.2%
DE vs DRI
+68.4%
+29.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -3.0% | -4.8% | +1.8% | -1.4% |
| 30D | +11.1% | -3.9% | +15.1% | +12.6% |
| 3M | +17.6% | +5.1% | +12.5% | +15.2% |
| 6M | +13.6% | +5.5% | +8.1% | +10.8% |
| YTD | +46.3% | +16.5% | +29.8% | +37.1% |
| 1Y | +44.2% | +2.0% | +42.2% | +41.3% |
| 3Y | +76.6% | +54.5% | +22.1% | +46.2% |
| 5Y | +98.2% | +66.6% | +31.6% | +55.7% |
| All | +98.2% | +68.4% | +29.8% | +55.7% |
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 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