-35.9%
DOW vs DRI
+70.3%
-106.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.3% | +1.0% |
| 7D | -2.9% | -1.2% | -1.7% | -2.5% |
| 30D | +2.0% | -0.4% | +2.3% | +1.9% |
| 3M | -12.5% | +9.5% | -22.0% | -15.4% |
| 6M | -9.2% | +6.5% | -15.7% | -12.0% |
| YTD | +30.8% | +18.4% | +12.4% | +21.1% |
| 1Y | +29.4% | +4.2% | +25.2% | +25.5% |
| 3Y | -34.6% | +57.1% | -91.6% | -44.9% |
| 5Y | -35.9% | +70.4% | -106.4% | -48.6% |
| All | -35.9% | +70.3% | -106.3% | -48.6% |
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