+1,128.9%
DRI vs PSKY
-63.1%
+1,192.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +2.2% |
| 7D | +9.5% | -24.6% | +34.0% | +16.2% |
| 30D | -0.2% | -36.1% | +35.9% | +10.5% |
| 3M | +28.6% | -53.8% | +82.4% | +43.5% |
| 6M | +28.6% | -53.8% | +82.4% | +43.5% |
| YTD | +28.6% | -53.8% | +82.4% | +43.5% |
| 1Y | +19.1% | -58.4% | +77.4% | +36.9% |
| 3Y | +71.6% | -40.7% | +112.3% | +56.7% |
| 5Y | +71.2% | -80.0% | +151.2% | +106.3% |
| 10Y | +362.3% | -84.4% | +446.7% | +387.4% |
| All | +1,128.9% | -63.1% | +1,192.0% | +761.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling