+319.1%
DELL vs DRI
+6.9%
+312.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +14.9% | +0.6% | +14.3% | +14.9% |
| 30D | +13.3% | +3.8% | +9.4% | +13.8% |
| 3M | +24.4% | +13.0% | +11.4% | +25.0% |
| 6M | +258.0% | +8.3% | +249.7% | +259.3% |
| YTD | +320.2% | +20.6% | +299.6% | +321.1% |
| 1Y | +319.1% | +6.5% | +312.6% | +309.4% |
| All | +319.1% | +6.9% | +312.1% | +309.4% |
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