+238.6%
P vs DRI
+74.0%
+164.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.6% | +3.8% |
| 7D | -23.8% | +2.8% | -26.6% | -24.5% |
| 30D | -36.6% | +13.3% | -49.9% | -39.3% |
| 3M | +10.9% | +8.2% | +2.7% | +7.2% |
| 6M | +30.0% | +17.5% | +12.4% | +21.0% |
| YTD | +44.4% | +26.9% | +17.5% | +29.0% |
| 1Y | +3.9% | +31.6% | -27.6% | -9.0% |
| 3Y | +176.6% | +67.0% | +109.6% | +109.5% |
| All | +238.6% | +74.0% | +164.6% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling