-37.9%
DG vs DRI
+70.3%
-108.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.6% |
| 7D | -2.5% | -1.2% | -1.2% | -2.2% |
| 30D | +1.0% | -0.4% | +1.4% | +1.0% |
| 3M | +20.3% | +9.5% | +10.8% | +17.7% |
| 6M | -11.7% | +6.5% | -18.2% | -13.2% |
| YTD | -2.3% | +18.4% | -20.7% | -6.3% |
| 1Y | +20.0% | +4.2% | +15.8% | +18.0% |
| 3Y | +7.2% | +57.1% | -49.8% | -5.9% |
| 5Y | -37.9% | +70.4% | -108.4% | -48.6% |
| All | -37.9% | +70.3% | -108.3% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling