+793.7%
DIS vs DRI
+8,061.0%
-7,267.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.2% |
| 7D | +5.7% | +3.7% | +2.0% | +4.5% |
| 30D | +12.7% | +13.5% | -0.8% | +8.2% |
| 3M | +15.2% | +10.4% | +4.8% | +11.3% |
| 6M | +17.6% | +19.5% | -1.9% | +10.7% |
| YTD | +3.8% | +28.2% | -24.4% | -4.9% |
| 1Y | +6.8% | +31.0% | -24.2% | -2.9% |
| 3Y | +42.1% | +67.1% | -25.0% | +18.0% |
| 5Y | -31.2% | +74.7% | -105.8% | -44.0% |
| 10Y | +37.6% | +376.2% | -338.5% | -23.2% |
| All | +793.7% | +8,061.0% | -7,267.2% | +156.8% |
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