+46.4%
RF vs DRI
+78.6%
-32.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +1.9% | +1.1% | +0.9% | +1.5% |
| 30D | +7.3% | +9.7% | -2.4% | +2.9% |
| 3M | -7.9% | +3.2% | -11.1% | -9.6% |
| 6M | +10.5% | +20.6% | -10.0% | +0.1% |
| YTD | +9.6% | +28.3% | -18.6% | -4.5% |
| 1Y | +20.3% | +34.5% | -14.2% | +2.1% |
| 3Y | +119.5% | +66.5% | +53.0% | +62.0% |
| All | +46.4% | +78.6% | -32.2% | +2.5% |
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