+32.3%
MSCI vs DRI
+69.5%
-37.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +2.7% | +4.2% | -1.6% | +2.0% |
| 30D | +16.2% | +15.7% | +0.6% | +13.6% |
| 3M | +17.1% | +5.8% | +11.3% | +15.8% |
| 6M | +13.0% | +18.4% | -5.4% | +9.5% |
| YTD | +15.8% | +28.2% | -12.4% | +10.0% |
| 1Y | +15.5% | +35.9% | -20.4% | +8.4% |
| 3Y | +32.3% | +67.7% | -35.4% | +16.2% |
| All | +32.3% | +69.5% | -37.2% | +16.2% |
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