+1,102.3%
PSX vs DRI
+715.5%
+386.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.4% |
| 7D | -8.0% | +3.1% | -11.1% | -9.2% |
| 30D | -9.0% | +16.2% | -25.3% | -14.4% |
| 3M | +24.7% | +8.4% | +16.4% | +20.1% |
| 6M | +49.3% | +19.0% | +30.3% | +37.5% |
| YTD | +100.2% | +28.8% | +71.4% | +76.8% |
| 1Y | +88.8% | +33.1% | +55.7% | +64.2% |
| 3Y | +152.5% | +70.8% | +81.7% | +94.5% |
| 5Y | +283.2% | +74.2% | +209.0% | +185.3% |
| 10Y | +345.8% | +345.5% | +0.3% | +114.4% |
| All | +1,102.3% | +715.5% | +386.8% | +347.6% |
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 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