+28.6%
P vs DRI
+34.4%
-5.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.8% |
| 7D | +11.6% | +1.1% | +10.6% | +11.9% |
| 30D | -23.7% | +9.7% | -33.4% | -21.6% |
| 3M | -8.0% | +3.2% | -11.2% | -6.1% |
| 6M | +27.9% | +20.6% | +7.3% | +32.7% |
| YTD | +61.2% | +28.3% | +32.9% | +72.2% |
| 1Y | +28.6% | +34.5% | -5.9% | +38.9% |
| All | +28.6% | +34.4% | -5.8% | +38.9% |
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