+485.4%
P vs DRI
+388.4%
+96.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +6.5% | +0.6% | +6.0% | +6.2% |
| 30D | +18.8% | +3.8% | +15.0% | +16.8% |
| 3M | +26.7% | +13.0% | +13.7% | +19.2% |
| 6M | +62.2% | +8.3% | +53.9% | +54.8% |
| YTD | +48.5% | +20.6% | +27.9% | +34.6% |
| 1Y | +26.4% | +6.5% | +19.9% | +20.0% |
| 3Y | +159.4% | +53.7% | +105.7% | +104.5% |
| 5Y | +275.8% | +72.7% | +203.1% | +176.9% |
| 10Y | +732.0% | +363.2% | +368.9% | +295.1% |
| All | +485.4% | +388.4% | +96.9% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling