+790.1%
DIS vs DRI
+7,978.2%
-7,188.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +5.2% | +2.8% | +2.4% | +4.3% |
| 30D | +11.5% | +13.3% | -1.8% | +7.1% |
| 3M | +11.5% | +8.2% | +3.4% | +8.5% |
| 6M | +8.9% | +17.5% | -8.7% | +3.0% |
| YTD | +3.4% | +26.9% | -23.5% | -5.0% |
| 1Y | +7.2% | +31.6% | -24.4% | -2.7% |
| 3Y | +43.3% | +67.0% | -23.6% | +19.0% |
| 5Y | -31.4% | +72.9% | -104.3% | -44.0% |
| 10Y | +37.1% | +371.3% | -334.3% | -23.2% |
| All | +790.1% | +7,978.2% | -7,188.0% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling