+56.9%
DLR vs DRI
+60.6%
-3.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -3.4% | +3.8% | -7.2% | -3.9% |
| 3M | +0.5% | +13.0% | -12.5% | -1.4% |
| 6M | +4.6% | +8.3% | -3.8% | +3.1% |
| YTD | +23.4% | +20.6% | +2.8% | +19.3% |
| 1Y | +19.0% | +6.5% | +12.6% | +17.6% |
| All | +56.9% | +60.6% | -3.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling