+67.0%
DRI vs DD
+78.0%
-11.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +2.8% | +4.6% | -1.8% | +1.7% |
| 30D | +13.3% | +11.8% | +1.5% | +10.4% |
| 3M | +8.2% | +2.2% | +6.0% | +7.5% |
| 6M | +17.5% | -1.6% | +19.2% | +17.5% |
| YTD | +26.9% | +23.0% | +3.9% | +19.5% |
| 1Y | +31.6% | +26.9% | +4.6% | +22.9% |
| 3Y | +67.0% | +77.9% | -10.9% | +38.8% |
| All | +67.0% | +78.0% | -11.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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