+73.3%
DRI vs Z
-64.8%
+138.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | +3.8% | -4.2% | +8.0% | +4.2% |
| 3M | +13.0% | -3.7% | +16.7% | +13.1% |
| 6M | +8.3% | -24.5% | +32.8% | +11.7% |
| YTD | +20.6% | -49.3% | +69.9% | +30.9% |
| 1Y | +6.5% | -58.7% | +65.1% | +18.6% |
| 3Y | +53.7% | -34.1% | +87.8% | +55.5% |
| All | +73.3% | -64.8% | +138.1% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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