+275.1%
P vs DRI
+78.6%
+196.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | -0.7% | -4.0% | -4.5% |
| 30D | -31.4% | +14.7% | -46.1% | -34.5% |
| 3M | -2.6% | +5.4% | -8.1% | -5.0% |
| 6M | +21.9% | +18.8% | +3.1% | +13.2% |
| YTD | +58.9% | +28.4% | +30.6% | +41.6% |
| 1Y | +21.7% | +37.7% | -15.9% | +4.7% |
| 3Y | +193.3% | +68.0% | +125.4% | +122.3% |
| 5Y | +275.1% | +78.8% | +196.3% | +162.2% |
| All | +275.1% | +78.6% | +196.5% | +162.2% |
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