+4.4%
EXC vs DRI
+6.9%
-2.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.3% |
| 30D | -3.7% | +3.8% | -7.6% | -3.8% |
| 3M | -1.3% | +13.0% | -14.3% | -1.5% |
| 6M | -9.7% | +8.3% | -18.0% | -10.0% |
| YTD | +2.9% | +20.6% | -17.7% | +1.8% |
| 1Y | +4.4% | +6.5% | -2.1% | +3.7% |
| All | +4.4% | +6.9% | -2.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded DRI 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling