+415.3%
PR vs DRI
+72.9%
+342.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +18.0% | +3.8% | +14.2% | +16.6% |
| 3M | +16.9% | +13.0% | +3.8% | +11.9% |
| 6M | +28.2% | +8.3% | +19.9% | +23.9% |
| YTD | +69.3% | +20.6% | +48.7% | +56.7% |
| 1Y | +69.5% | +6.5% | +63.0% | +63.8% |
| 3Y | +81.7% | +53.7% | +28.0% | +50.7% |
| All | +415.3% | +72.9% | +342.4% | +315.2% |
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