+196.3%
P vs DRI
+68.4%
+128.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -31.4% | +14.7% | -46.1% | -32.5% |
| 3M | -2.6% | +5.4% | -8.1% | -3.3% |
| 6M | +21.9% | +18.8% | +3.1% | +18.1% |
| YTD | +58.9% | +28.4% | +30.6% | +50.1% |
| 1Y | +21.7% | +37.7% | -15.9% | +12.4% |
| All | +196.3% | +68.4% | +128.0% | +162.6% |
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 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