+11.2%
P vs DRI
+32.5%
-21.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.5% | +4.8% | +6.7% |
| 7D | -9.6% | +3.1% | -12.7% | -8.7% |
| 30D | -33.4% | +16.2% | -49.7% | -31.0% |
| 3M | +14.2% | +8.4% | +5.8% | +16.9% |
| 6M | +31.6% | +19.0% | +12.6% | +35.8% |
| YTD | +53.5% | +28.8% | +24.6% | +60.2% |
| All | +11.2% | +32.5% | -21.2% | +17.1% |
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