-31.9%
DIS vs DRI
+74.0%
-105.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +5.2% | +2.8% | +2.4% | +4.1% |
| 30D | +11.5% | +13.3% | -1.8% | +6.0% |
| 3M | +11.5% | +8.2% | +3.4% | +7.6% |
| 6M | +8.9% | +17.5% | -8.7% | +1.2% |
| YTD | +3.4% | +26.9% | -23.5% | -7.8% |
| 1Y | +7.2% | +31.6% | -24.4% | -6.1% |
| 3Y | +43.3% | +67.0% | -23.6% | +9.0% |
| All | -31.9% | +74.0% | -105.9% | -51.6% |
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