+70.4%
DRI vs PSKY
-70.7%
+141.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | -1.2% | +2.4% | -3.6% | -1.4% |
| 30D | -0.4% | +17.5% | -17.9% | -1.7% |
| 3M | +9.5% | +4.4% | +5.1% | +9.0% |
| 6M | +6.5% | -9.0% | +15.5% | +6.9% |
| YTD | +18.4% | -18.6% | +37.0% | +19.7% |
| 1Y | +4.2% | -27.7% | +31.9% | +5.9% |
| 3Y | +57.1% | -16.9% | +73.9% | +52.6% |
| 5Y | +70.4% | -70.3% | +140.7% | +97.2% |
| All | +70.4% | -70.7% | +141.1% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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