+1,538.4%
EXC vs DRI
+8,033.5%
-6,495.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | -0.3% | -1.6% | -1.9% |
| 30D | +7.8% | +10.8% | -3.1% | +5.6% |
| 3M | +1.9% | +0.9% | +1.0% | +1.5% |
| 6M | +3.4% | +16.3% | -12.9% | +0.1% |
| YTD | +7.6% | +27.8% | -20.2% | +1.9% |
| 1Y | +2.1% | +33.9% | -31.8% | -4.2% |
| 3Y | +29.6% | +67.2% | -37.6% | +14.9% |
| 5Y | +39.5% | +79.0% | -39.5% | +20.4% |
| 10Y | +200.2% | +332.2% | -132.0% | +105.7% |
| All | +1,538.4% | +8,033.5% | -6,495.1% | +614.6% |
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