+20.2%
RF vs DRI
+32.5%
-12.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | -0.1% | +3.1% | -3.3% | -0.9% |
| 30D | +7.0% | +16.2% | -9.2% | +3.5% |
| 3M | -7.0% | +8.4% | -15.4% | -8.9% |
| 6M | +6.8% | +19.0% | -12.2% | +1.5% |
| YTD | +9.9% | +28.8% | -18.9% | -0.5% |
| All | +20.2% | +32.5% | -12.2% | +5.0% |
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