+26.4%
P vs DRI
+6.9%
+19.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.3% |
| 7D | +6.5% | +0.6% | +6.0% | +6.6% |
| 30D | +18.8% | +3.8% | +15.0% | +19.3% |
| 3M | +26.7% | +13.0% | +13.7% | +27.8% |
| 6M | +62.2% | +8.3% | +53.9% | +63.2% |
| YTD | +48.5% | +20.6% | +27.9% | +52.0% |
| 1Y | +26.4% | +6.5% | +19.9% | +28.6% |
| All | +26.4% | +6.9% | +19.4% | +28.6% |
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