+66.7%
DRI vs CAPR
+299.3%
-232.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | 0.0% |
| 7D | -0.7% | +25.8% | -26.5% | -0.9% |
| 30D | +14.7% | +50.2% | -35.5% | +14.3% |
| 3M | +5.4% | +185.5% | -180.1% | +4.6% |
| 6M | +18.8% | -64.8% | +83.7% | +18.9% |
| YTD | +28.4% | -61.1% | +89.5% | +28.3% |
| 1Y | +37.7% | +81.0% | -43.3% | +33.9% |
| All | +66.7% | +299.3% | -232.6% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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