-67.2%
PL vs DRI
+20.5%
-87.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.1% | -11.5% | -4.2% |
| 7D | -11.7% | +6.5% | -18.2% | -9.2% |
| 30D | -27.1% | +16.4% | -43.5% | -22.8% |
| 3M | -44.6% | +13.6% | -58.2% | -40.2% |
| 6M | -67.2% | +22.0% | -89.2% | -63.7% |
| All | -67.2% | +20.5% | -87.6% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling