-17.4%
IT vs DRI
+31.8%
-49.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -7.5% | +4.2% | -11.7% | -8.0% |
| 30D | -1.2% | +15.7% | -16.9% | -2.4% |
| 3M | -2.2% | +5.8% | -8.0% | -3.1% |
| 6M | +19.1% | +18.4% | +0.7% | +18.3% |
| YTD | -25.1% | +28.2% | -53.3% | -28.3% |
| 1Y | -17.4% | +35.9% | -53.3% | -23.4% |
| All | -17.4% | +31.8% | -49.2% | -23.4% |
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