+70.6%
NI vs DRI
+56.7%
+13.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.5% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | -1.7% | -0.4% | -1.3% | -1.7% |
| 3M | -8.0% | +9.5% | -17.5% | -9.3% |
| 6M | -8.6% | +6.5% | -15.1% | -9.7% |
| YTD | +2.3% | +18.4% | -16.1% | -0.6% |
| 1Y | +6.9% | +4.2% | +2.7% | +5.9% |
| 3Y | +70.6% | +57.1% | +13.5% | +50.9% |
| All | +70.6% | +56.7% | +13.9% | +50.9% |
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 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