+33.1%
S vs DRI
+30.3%
+2.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.4% |
| 7D | -13.4% | +2.8% | -16.2% | -12.8% |
| 30D | -14.0% | +13.3% | -27.2% | -11.1% |
| 3M | +4.9% | +8.2% | -3.3% | +6.9% |
| 6M | +42.0% | +17.5% | +24.5% | +47.9% |
| YTD | +45.1% | +26.9% | +18.2% | +48.4% |
| 1Y | +33.1% | +31.6% | +1.5% | +34.6% |
| All | +33.1% | +30.3% | +2.8% | +34.6% |
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 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