+62.6%
NDAQ vs DRI
+74.0%
-11.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +0.8% | +2.8% | -2.0% | 0.0% |
| 30D | +16.5% | +13.3% | +3.3% | +12.3% |
| 3M | +13.5% | +8.2% | +5.3% | +10.6% |
| 6M | +20.9% | +17.5% | +3.4% | +14.6% |
| YTD | +11.4% | +26.9% | -15.5% | +2.4% |
| 1Y | +25.9% | +31.6% | -5.6% | +14.3% |
| 3Y | +119.9% | +67.0% | +52.9% | +81.4% |
| All | +62.6% | +74.0% | -11.4% | +28.2% |
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 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