+27.8%
DOW vs DRI
+3.0%
+24.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.5% |
| 7D | -6.0% | -4.8% | -1.2% | -5.8% |
| 30D | -2.7% | -3.9% | +1.2% | -2.5% |
| 3M | -10.5% | +5.1% | -15.6% | -10.5% |
| 6M | -12.4% | +5.5% | -17.9% | -12.5% |
| YTD | +30.0% | +16.5% | +13.6% | +21.0% |
| 1Y | +27.8% | +2.0% | +25.8% | +23.3% |
| All | +27.8% | +3.0% | +24.8% | +23.3% |
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