+425.7%
DELL vs DRI
+67.6%
+358.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +17.1% | -0.3% | +17.5% | +17.2% |
| 30D | -35.1% | +10.8% | -45.9% | -35.9% |
| 3M | -23.3% | +0.9% | -24.2% | -23.3% |
| 6M | +55.8% | +16.3% | +39.5% | +51.6% |
| YTD | +198.0% | +27.8% | +170.2% | +181.3% |
| 1Y | +166.6% | +33.9% | +132.7% | +148.0% |
| All | +425.7% | +67.6% | +358.1% | +417.2% |
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