+39.1%
O vs DRI
+68.2%
-29.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.4% | +1.1% | -1.4% | -0.5% |
| 30D | +7.1% | +9.7% | -2.6% | +5.6% |
| 3M | -5.2% | +3.2% | -8.4% | -5.8% |
| 6M | -1.8% | +20.6% | -22.3% | -4.6% |
| YTD | +9.1% | +28.3% | -19.2% | +4.8% |
| 1Y | +9.7% | +34.5% | -24.9% | +4.6% |
| 3Y | +39.1% | +66.5% | -27.4% | +22.2% |
| All | +39.1% | +68.2% | -29.1% | +22.2% |
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