+3.3%
RF vs DRI
+21.0%
-17.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -1.6% | +3.7% | -5.3% | -2.1% |
| 30D | +5.0% | +13.5% | -8.5% | +3.6% |
| 3M | -10.0% | +10.4% | -20.4% | -11.0% |
| 6M | +3.3% | +19.5% | -16.2% | +0.5% |
| All | +3.3% | +21.0% | -17.6% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling