-51.3%
IT vs DRI
+56.7%
-107.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.8% | -5.6% | -7.0% |
| 7D | -9.1% | -1.2% | -7.9% | -8.9% |
| 30D | -7.0% | -0.4% | -6.6% | -7.0% |
| 3M | +7.6% | +9.5% | -1.9% | +5.3% |
| 6M | +2.1% | +6.5% | -4.3% | +0.3% |
| YTD | -31.6% | +18.4% | -50.0% | -35.3% |
| 1Y | -29.9% | +4.2% | -34.1% | -31.2% |
| 3Y | -51.3% | +57.1% | -108.3% | -59.5% |
| All | -51.3% | +56.7% | -107.9% | -59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling