+58.7%
DRI vs M
+117.7%
-59.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.9% |
| 7D | +0.6% | +4.7% | -4.1% | -0.1% |
| 30D | +3.8% | -9.6% | +13.5% | +5.3% |
| 3M | +13.0% | +0.9% | +12.2% | +12.6% |
| 6M | +8.3% | +22.3% | -14.0% | +4.7% |
| YTD | +20.6% | +6.5% | +14.1% | +18.7% |
| 1Y | +6.5% | +38.8% | -32.3% | +0.5% |
| All | +58.7% | +117.7% | -59.0% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling