+3.2%
EXC vs DRI
+36.0%
-32.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.4% | -0.7% | -0.6% | -1.3% |
| 30D | +8.3% | +14.7% | -6.4% | +7.4% |
| 3M | +2.6% | +5.4% | -2.8% | +2.2% |
| 6M | +5.2% | +18.8% | -13.7% | +4.4% |
| YTD | +7.5% | +28.4% | -20.8% | +4.6% |
| 1Y | +3.2% | +37.7% | -34.5% | -0.3% |
| All | +3.2% | +36.0% | -32.9% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling