+44.7%
DG vs DRI
+34.0%
+10.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +5.1% | +3.4% | +6.5% |
| 7D | +12.3% | +6.5% | +5.8% | +9.8% |
| 30D | +19.3% | +16.4% | +2.9% | +13.5% |
| 3M | +11.9% | +13.6% | -1.8% | +6.7% |
| 6M | +25.0% | +22.0% | +3.0% | +16.4% |
| YTD | +8.7% | +29.3% | -20.6% | -1.7% |
| 1Y | +44.7% | +32.0% | +12.7% | +30.5% |
| All | +44.7% | +34.0% | +10.7% | +30.5% |
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