+109.3%
RF vs DRI
+68.1%
+41.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.6% | +3.7% | -5.3% | -2.9% |
| 30D | +5.0% | +13.5% | -8.5% | +0.4% |
| 3M | -10.0% | +10.4% | -20.4% | -13.5% |
| 6M | +3.3% | +19.5% | -16.2% | -4.1% |
| YTD | +7.9% | +28.2% | -20.3% | -3.3% |
| 1Y | +21.2% | +31.0% | -9.8% | +7.4% |
| All | +109.3% | +68.1% | +41.1% | +46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling