-17.2%
F vs DRI
+78.6%
-95.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.6% |
| 30D | 0.0% | +9.7% | -9.7% | -4.5% |
| 3M | -13.2% | +3.2% | -16.4% | -14.8% |
| 6M | -10.2% | +20.6% | -30.8% | -19.0% |
| YTD | -4.9% | +28.3% | -33.2% | -18.1% |
| 1Y | -6.1% | +34.5% | -40.6% | -21.4% |
| 3Y | +46.0% | +66.5% | -20.6% | +2.0% |
| All | -17.2% | +78.6% | -95.9% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling