+143.3%
DELL vs DRI
+34.0%
+109.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.1% | -13.9% | -7.6% |
| 7D | -24.6% | +6.5% | -31.1% | -23.4% |
| 30D | -32.5% | +16.4% | -48.9% | -30.7% |
| 3M | -20.2% | +13.6% | -33.8% | -18.0% |
| 6M | +76.5% | +22.0% | +54.5% | +80.4% |
| YTD | +198.9% | +29.3% | +169.6% | +194.7% |
| 1Y | +143.3% | +32.0% | +111.3% | +134.1% |
| All | +143.3% | +34.0% | +109.3% | +134.1% |
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