-21.3%
IT vs DRI
+6.9%
-28.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.6% |
| 7D | -6.0% | +0.6% | -6.6% | -6.0% |
| 30D | 0.0% | +3.8% | -3.8% | -0.1% |
| 3M | +13.1% | +13.0% | +0.1% | +13.4% |
| 6M | +11.7% | +8.3% | +3.4% | +11.5% |
| YTD | -26.1% | +20.6% | -46.7% | -27.1% |
| 1Y | -21.3% | +6.5% | -27.7% | -23.7% |
| All | -21.3% | +6.9% | -28.2% | -23.7% |
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