+23.1%
Q vs DRI
+26.4%
-3.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.4% |
| 7D | +0.3% | +2.8% | -2.5% | +0.1% |
| 30D | -9.8% | +13.3% | -23.1% | -11.0% |
| 3M | -12.2% | +8.2% | -20.4% | -13.1% |
| 6M | -21.6% | +17.5% | -39.2% | -24.3% |
| YTD | +43.6% | +26.9% | +16.6% | +31.3% |
| 1Y | +25.7% | +31.6% | -5.9% | +11.2% |
| All | +23.1% | +26.4% | -3.3% | +9.1% |
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 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