+16.8%
RF vs DRI
+36.6%
-19.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | +5.6% | +10.8% | -5.3% | +3.2% |
| 3M | -8.9% | +0.9% | -9.8% | -9.1% |
| 6M | +7.1% | +16.3% | -9.2% | +2.5% |
| YTD | +8.3% | +27.8% | -19.5% | -1.9% |
| 1Y | +16.8% | +33.9% | -17.0% | +2.6% |
| All | +16.8% | +36.6% | -19.8% | +2.6% |
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