+39.4%
DG vs DRI
+31.8%
+7.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.7% |
| 7D | +5.2% | +4.2% | +1.0% | +3.6% |
| 30D | +7.9% | +15.7% | -7.8% | +3.0% |
| 3M | +12.7% | +5.8% | +7.0% | +10.4% |
| 6M | +22.4% | +18.4% | +4.0% | +15.2% |
| YTD | +5.4% | +28.2% | -22.8% | -3.7% |
| 1Y | +39.4% | +35.9% | +3.5% | +27.4% |
| All | +39.4% | +31.8% | +7.6% | +27.4% |
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