+36.6%
DRI vs M
+25.7%
+10.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | -0.1% |
| 7D | +3.1% | +2.5% | +0.6% | +2.5% |
| 30D | +16.2% | +10.1% | +6.2% | +14.0% |
| 3M | +8.4% | -0.9% | +9.3% | +7.9% |
| 6M | +19.0% | +30.2% | -11.2% | +12.6% |
| YTD | +28.8% | +16.3% | +12.5% | +24.3% |
| All | +36.6% | +25.7% | +10.9% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling