+5.9%
EXC vs DRI
+4.8%
+1.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | +1.2% | -1.2% | +2.5% | +1.3% |
| 30D | -2.7% | -0.4% | -2.3% | -2.7% |
| 3M | -1.0% | +9.5% | -10.5% | -1.2% |
| 6M | -9.3% | +6.5% | -15.7% | -9.5% |
| YTD | +3.6% | +18.4% | -14.8% | +2.6% |
| 1Y | +5.9% | +4.2% | +1.7% | +5.5% |
| All | +5.9% | +4.8% | +1.1% | +5.5% |
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