+11.1%
PL vs DRI
+77.7%
-66.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.8% | -9.3% | -9.6% |
| 7D | -20.5% | +3.7% | -24.3% | -22.4% |
| 30D | -38.8% | +13.5% | -52.3% | -43.6% |
| 3M | -49.1% | +10.4% | -59.5% | -52.6% |
| 6M | -69.4% | +19.5% | -88.9% | -73.4% |
| YTD | -42.3% | +28.2% | -70.6% | -53.3% |
| 1Y | -14.2% | +31.0% | -45.2% | -31.8% |
| 3Y | +398.7% | +67.1% | +331.6% | +214.5% |
| 5Y | +11.1% | +74.7% | -63.5% | -36.7% |
| All | +11.1% | +77.7% | -66.5% | -36.7% |
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