+73.6%
DRI vs DD
+62.1%
+11.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +0.6% | -3.5% | +4.1% | +1.7% |
| 30D | +3.8% | -10.3% | +14.2% | +7.5% |
| 3M | +13.0% | -7.5% | +20.6% | +15.6% |
| 6M | +8.3% | -8.0% | +16.3% | +10.4% |
| YTD | +20.6% | +10.5% | +10.1% | +14.8% |
| 1Y | +6.5% | +38.3% | -31.8% | -7.0% |
| 3Y | +53.7% | +42.5% | +11.2% | +29.4% |
| All | +73.6% | +62.1% | +11.5% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling