+19.3%
DRI vs DD
+4.3%
+15.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.4% |
| 7D | +3.1% | +9.8% | -6.7% | +2.8% |
| 30D | +16.2% | +19.3% | -3.1% | +15.3% |
| 3M | +8.4% | +9.4% | -1.0% | +8.9% |
| All | +19.3% | +4.3% | +15.0% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling