+358.3%
DELL vs DRI
+2.4%
+355.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.1% | +10.8% | +12.0% |
| 7D | +8.2% | -3.2% | +11.5% | +8.0% |
| 30D | +17.1% | -7.8% | +24.9% | +16.5% |
| 3M | +45.2% | +0.4% | +44.8% | +46.1% |
| 6M | +286.8% | +4.8% | +282.0% | +287.1% |
| YTD | +354.8% | +16.7% | +338.1% | +354.4% |
| 1Y | +358.3% | +1.5% | +356.8% | +344.0% |
| All | +358.3% | +2.4% | +355.9% | +344.0% |
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 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