+24.5%
Q vs DRI
+27.8%
-3.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.6% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | -2.7% | +9.7% | -12.4% | -3.5% |
| 3M | -16.9% | +3.2% | -20.1% | -16.9% |
| 6M | -26.9% | +20.6% | -47.4% | -29.9% |
| YTD | +45.2% | +28.3% | +17.0% | +32.7% |
| 1Y | +38.1% | +34.5% | +3.6% | +22.0% |
| All | +24.5% | +27.8% | -3.2% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling