+223.9%
PR vs DRI
+77.7%
+146.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.6% |
| 7D | -16.5% | +3.7% | -20.3% | -17.4% |
| 30D | -4.5% | +13.5% | -18.0% | -7.9% |
| 3M | +8.5% | +10.4% | -1.8% | +5.1% |
| 6M | -3.3% | +19.5% | -22.8% | -9.1% |
| YTD | +55.7% | +28.2% | +27.5% | +41.5% |
| 1Y | +82.0% | +31.0% | +51.0% | +63.7% |
| 3Y | +62.5% | +67.1% | -4.6% | +31.7% |
| 5Y | +223.9% | +74.7% | +149.2% | +180.7% |
| All | +223.9% | +77.7% | +146.2% | +180.7% |
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