+102.5%
PSX vs DRI
+1.2%
+101.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | +1.5% | -4.8% | +6.3% | +1.4% |
| 30D | +15.8% | -5.2% | +21.0% | +15.7% |
| 3M | +43.0% | +2.7% | +40.3% | +43.1% |
| 6M | +61.1% | +3.6% | +57.5% | +61.3% |
| YTD | +104.5% | +15.4% | +89.1% | +100.1% |
| 1Y | +102.5% | +1.3% | +101.3% | +103.6% |
| All | +102.5% | +1.2% | +101.3% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling