-13.3%
F vs DRI
+78.4%
-91.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.0% | +4.2% | -3.3% | -1.2% |
| 30D | +2.1% | +15.7% | -13.6% | -5.1% |
| 3M | -10.3% | +5.8% | -16.0% | -13.1% |
| 6M | +3.3% | +18.4% | -15.2% | -6.2% |
| YTD | -2.0% | +28.2% | -30.2% | -15.5% |
| 1Y | -2.3% | +35.9% | -38.2% | -18.7% |
| 3Y | +49.9% | +67.7% | -17.9% | +4.3% |
| All | -13.3% | +78.4% | -91.7% | -43.7% |
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 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