+27.7%
EXC vs DRI
+66.4%
-38.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -0.9% | -1.9% |
| 7D | -1.2% | +2.8% | -4.0% | -1.4% |
| 30D | +10.0% | +13.3% | -3.3% | +8.8% |
| 3M | +1.6% | +8.2% | -6.6% | +0.8% |
| 6M | +3.3% | +17.5% | -14.3% | +1.7% |
| YTD | +7.6% | +26.9% | -19.3% | +4.8% |
| 1Y | +3.5% | +31.6% | -28.1% | +0.4% |
| 3Y | +27.7% | +67.0% | -39.3% | +12.8% |
| All | +27.7% | +66.4% | -38.8% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling