-6.5%
IR vs DRI
+4.8%
-11.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.0% |
| 7D | +0.6% | -1.2% | +1.9% | +1.1% |
| 30D | -13.6% | -0.4% | -13.2% | -13.6% |
| 3M | +3.7% | +9.5% | -5.8% | -0.4% |
| 6M | -13.1% | +6.5% | -19.5% | -15.8% |
| YTD | -5.1% | +18.4% | -23.5% | -10.7% |
| 1Y | -6.5% | +4.2% | -10.7% | -15.7% |
| All | -6.5% | +4.8% | -11.3% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling