+66.5%
DRI vs M
+158.0%
-91.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.1% |
| 7D | +1.1% | +7.0% | -6.0% | 0.0% |
| 30D | +9.7% | +8.9% | +0.8% | +8.2% |
| 3M | +3.2% | +4.5% | -1.3% | +2.3% |
| 6M | +20.6% | +36.2% | -15.6% | +14.6% |
| YTD | +28.3% | +15.1% | +13.1% | +24.5% |
| 1Y | +34.5% | +27.4% | +7.1% | +28.6% |
| 3Y | +66.5% | +160.1% | -93.6% | +43.0% |
| All | +66.5% | +158.0% | -91.5% | +43.0% |
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