+90.1%
RF vs DRI
+72.9%
+17.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -3.6% | +3.8% | -7.5% | -5.5% |
| 3M | +8.1% | +13.0% | -4.9% | +1.4% |
| 6M | +11.5% | +8.3% | +3.2% | +6.3% |
| YTD | +15.6% | +20.6% | -5.0% | +4.0% |
| 1Y | +15.7% | +6.5% | +9.2% | +10.2% |
| 3Y | +86.9% | +53.7% | +33.2% | +44.5% |
| All | +90.1% | +72.9% | +17.2% | +36.1% |
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