+31.0%
PL vs DRI
+78.6%
-47.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +10.0% | +1.1% | +9.0% | +9.5% |
| 30D | -2.3% | +9.7% | -12.0% | -7.8% |
| 3M | -44.2% | +3.2% | -47.4% | -45.8% |
| 6M | -66.1% | +20.6% | -86.7% | -70.8% |
| YTD | -30.0% | +28.3% | -58.2% | -43.3% |
| 1Y | +21.0% | +34.5% | -13.5% | -5.6% |
| 3Y | +516.5% | +66.5% | +450.0% | +289.4% |
| All | +31.0% | +78.6% | -47.6% | -27.0% |
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 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