+11.4%
O vs DRI
+31.8%
-20.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.5% | +4.2% | -0.7% | +2.8% |
| 30D | +10.4% | +15.7% | -5.3% | +7.9% |
| 3M | -2.4% | +5.8% | -8.2% | -3.5% |
| 6M | -1.2% | +18.4% | -19.6% | -4.1% |
| YTD | +10.4% | +28.2% | -17.8% | +5.9% |
| 1Y | +11.4% | +35.9% | -24.5% | +6.6% |
| All | +11.4% | +31.8% | -20.4% | +6.6% |
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