-72.0%
S vs DRI
+72.9%
-144.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -7.7% | +0.6% | -8.3% | -8.1% |
| 30D | -5.3% | +3.8% | -9.2% | -8.0% |
| 3M | +20.3% | +13.0% | +7.3% | +10.4% |
| 6M | +47.4% | +8.3% | +39.1% | +37.4% |
| YTD | +32.5% | +20.6% | +11.9% | +13.5% |
| 1Y | +9.5% | +6.5% | +3.1% | +1.1% |
| 3Y | +15.5% | +53.7% | -38.2% | -23.2% |
| All | -72.0% | +72.9% | -144.9% | -84.5% |
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