+95.8%
NI vs DRI
+68.4%
+27.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.3% | -4.8% | +6.1% | +2.0% |
| 30D | -0.3% | -3.9% | +3.7% | +0.3% |
| 3M | -9.5% | +5.1% | -14.5% | -10.4% |
| 6M | -10.2% | +5.5% | -15.7% | -11.3% |
| YTD | +1.8% | +16.5% | -14.7% | -1.4% |
| 1Y | +5.7% | +2.0% | +3.7% | +4.7% |
| 3Y | +69.6% | +54.5% | +15.1% | +54.4% |
| 5Y | +95.8% | +66.6% | +29.2% | +72.3% |
| All | +95.8% | +68.4% | +27.4% | +72.3% |
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