+18.9%
NET vs DRI
+20.5%
-1.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.1% | -7.7% | +0.1% |
| 7D | -16.4% | +6.5% | -22.8% | -13.4% |
| 30D | -25.8% | +16.4% | -42.3% | -20.2% |
| 3M | -11.5% | +13.6% | -25.2% | -4.6% |
| 6M | +18.9% | +22.0% | -3.1% | +40.4% |
| All | +18.9% | +20.5% | -1.5% | +40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling