-69.0%
S vs DRI
+78.6%
-147.6%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.0% | +1.1% | +0.9% | +1.5% |
| 30D | -2.7% | +9.7% | -12.4% | -7.5% |
| 3M | -6.9% | +3.2% | -10.1% | -9.2% |
| 6M | +38.1% | +20.6% | +17.5% | +21.6% |
| YTD | +48.0% | +28.3% | +19.7% | +21.6% |
| 1Y | +34.5% | +34.5% | -0.1% | +6.3% |
| 3Y | +38.3% | +66.5% | -28.2% | -14.8% |
| All | -69.0% | +78.6% | -147.6% | -83.9% |
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