+8.3%
DIS vs DRI
+34.0%
-25.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.1% | -0.9% | +3.0% |
| 7D | +9.1% | +6.5% | +2.6% | +7.5% |
| 30D | +14.8% | +16.4% | -1.6% | +11.0% |
| 3M | +21.2% | +13.6% | +7.5% | +17.5% |
| 6M | +18.3% | +22.0% | -3.7% | +13.1% |
| YTD | +5.4% | +29.3% | -23.9% | -1.5% |
| 1Y | +8.3% | +32.0% | -23.8% | +0.4% |
| All | +8.3% | +34.0% | -25.7% | +0.4% |
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