+32.8%
NET vs DRI
+6.9%
+25.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -2.2% |
| 7D | -7.0% | +0.6% | -7.6% | -6.7% |
| 30D | -4.8% | +3.8% | -8.6% | -3.1% |
| 3M | +3.8% | +13.0% | -9.2% | +9.7% |
| 6M | +50.0% | +8.3% | +41.7% | +56.6% |
| YTD | +41.5% | +20.6% | +20.9% | +49.1% |
| 1Y | +32.8% | +6.5% | +26.4% | +35.6% |
| All | +32.8% | +6.9% | +25.9% | +35.6% |
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