+1,466.9%
EXC vs DRI
+7,577.6%
-6,110.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | -3.7% | +3.8% | -7.6% | -4.5% |
| 3M | -1.3% | +13.0% | -14.3% | -3.8% |
| 6M | -9.7% | +8.3% | -18.0% | -11.4% |
| YTD | +2.9% | +20.6% | -17.7% | -1.4% |
| 1Y | +4.4% | +6.5% | -2.1% | +2.3% |
| 3Y | +22.2% | +53.7% | -31.5% | +10.1% |
| 5Y | +46.7% | +72.7% | -26.0% | +27.4% |
| 10Y | +155.3% | +363.2% | -207.8% | +73.0% |
| All | +1,466.9% | +7,577.6% | -6,110.7% | +591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling