+10.3%
P vs DRI
+31.8%
-21.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -1.0% |
| 7D | -13.3% | +4.2% | -17.5% | -12.2% |
| 30D | -34.0% | +15.7% | -49.7% | -31.6% |
| 3M | +4.1% | +5.8% | -1.7% | +6.3% |
| 6M | +30.5% | +18.4% | +12.1% | +34.5% |
| YTD | +52.2% | +28.2% | +24.0% | +58.7% |
| 1Y | +10.3% | +35.9% | -25.6% | +16.0% |
| All | +10.3% | +31.8% | -21.5% | +16.0% |
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