+147.8%
PR vs DRI
+376.5%
-228.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.0% | -4.5% |
| 7D | -16.5% | +3.7% | -20.3% | -18.2% |
| 30D | -4.5% | +13.5% | -18.0% | -10.4% |
| 3M | +8.5% | +10.4% | -1.8% | +2.6% |
| 6M | -3.3% | +19.5% | -22.8% | -12.9% |
| YTD | +55.7% | +28.2% | +27.5% | +33.8% |
| 1Y | +82.0% | +31.0% | +51.0% | +54.0% |
| 3Y | +62.5% | +67.1% | -4.6% | +17.9% |
| 5Y | +223.9% | +74.7% | +149.2% | +123.8% |
| 10Y | +64.2% | +376.2% | -311.9% | -11.6% |
| All | +147.8% | +376.5% | -228.7% | +33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling