-68.9%
S vs DRI
+74.0%
-142.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -13.4% | +2.8% | -16.2% | -14.8% |
| 30D | -14.0% | +13.3% | -27.2% | -19.9% |
| 3M | +4.9% | +8.2% | -3.3% | -0.7% |
| 6M | +42.0% | +17.5% | +24.5% | +26.5% |
| YTD | +45.1% | +26.9% | +18.2% | +19.5% |
| 1Y | +33.1% | +31.6% | +1.5% | +6.2% |
| 3Y | +40.6% | +67.0% | -26.3% | -14.6% |
| All | -68.9% | +74.0% | -142.9% | -83.3% |
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