+137.1%
PSX vs DRI
+60.6%
+76.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +4.5% | +0.6% | +4.0% | +4.4% |
| 30D | +26.6% | +3.8% | +22.8% | +25.5% |
| 3M | +39.3% | +13.0% | +26.3% | +34.6% |
| 6M | +56.8% | +8.3% | +48.5% | +52.9% |
| YTD | +101.8% | +20.6% | +81.2% | +89.2% |
| 1Y | +99.6% | +6.5% | +93.2% | +94.8% |
| All | +137.1% | +60.6% | +76.6% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling