+48.4%
IR vs DRI
+72.9%
-24.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -2.8% | +0.6% | -3.4% | -3.1% |
| 30D | -15.1% | +3.8% | -19.0% | -16.7% |
| 3M | +6.1% | +13.0% | -6.9% | 0.0% |
| 6M | -16.8% | +8.3% | -25.1% | -20.2% |
| YTD | -3.5% | +20.6% | -24.2% | -11.9% |
| 1Y | -3.5% | +6.5% | -9.9% | -7.4% |
| 3Y | +9.5% | +53.7% | -44.2% | -12.8% |
| All | +48.4% | +72.9% | -24.5% | +7.1% |
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