+160.5%
PR vs DRI
+380.6%
-220.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +5.1% | -11.7% | -8.9% |
| 7D | -12.1% | +6.5% | -18.6% | -14.9% |
| 30D | +0.9% | +16.4% | -15.5% | -6.5% |
| 3M | +10.1% | +13.6% | -3.5% | +2.6% |
| 6M | +1.1% | +22.0% | -20.9% | -9.8% |
| YTD | +63.7% | +29.3% | +34.4% | +40.0% |
| 1Y | +87.0% | +32.0% | +55.0% | +57.7% |
| 3Y | +70.7% | +68.5% | +2.3% | +23.4% |
| 5Y | +246.8% | +86.3% | +160.5% | +131.3% |
| 10Y | +72.6% | +380.2% | -307.6% | -7.5% |
| All | +160.5% | +380.6% | -220.1% | +40.1% |
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 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