+32.6%
NET vs DRI
+87.1%
-54.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | -5.2% |
| 7D | -16.4% | +6.5% | -22.8% | -19.3% |
| 30D | -25.8% | +16.4% | -42.3% | -32.2% |
| 3M | -11.5% | +13.6% | -25.2% | -18.9% |
| 6M | +18.9% | +22.0% | -3.1% | +2.7% |
| YTD | +35.2% | +29.3% | +5.9% | +8.1% |
| 1Y | +14.5% | +32.0% | -17.6% | -10.5% |
| 3Y | +313.8% | +68.5% | +245.3% | +138.9% |
| 5Y | +32.6% | +86.3% | -53.7% | -36.9% |
| All | +32.6% | +87.1% | -54.6% | -36.9% |
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