+220.4%
PR vs DRI
+76.5%
+143.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -12.4% | +3.1% | -15.5% | -13.2% |
| 30D | -6.6% | +16.2% | -22.8% | -10.5% |
| 3M | +7.5% | +8.4% | -0.9% | +4.6% |
| 6M | +10.8% | +19.0% | -8.2% | +4.3% |
| YTD | +57.0% | +28.8% | +28.2% | +42.4% |
| 1Y | +67.9% | +33.1% | +34.8% | +50.1% |
| 3Y | +87.6% | +70.8% | +16.8% | +50.5% |
| 5Y | +220.4% | +74.2% | +146.1% | +183.1% |
| All | +220.4% | +76.5% | +143.9% | +183.1% |
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