+11.3%
O vs DRI
+34.0%
-22.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.1% | -2.1% | +2.1% |
| 7D | +5.8% | +6.5% | -0.7% | +4.7% |
| 30D | +10.7% | +16.4% | -5.7% | +8.0% |
| 3M | -4.5% | +13.6% | -18.2% | -6.6% |
| 6M | -4.1% | +22.0% | -26.1% | -7.3% |
| YTD | +9.8% | +29.3% | -19.5% | +5.0% |
| 1Y | +11.3% | +32.0% | -20.7% | +6.3% |
| All | +11.3% | +34.0% | -22.7% | +6.3% |
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 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