-48.8%
SE vs DRI
+34.0%
-82.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.7% | +3.4% |
| 7D | +6.7% | +6.5% | +0.2% | +5.3% |
| 30D | -17.2% | +16.4% | -33.6% | -19.7% |
| 3M | -28.0% | +13.6% | -41.7% | -29.7% |
| 6M | -6.1% | +22.0% | -28.1% | -9.1% |
| YTD | -37.1% | +29.3% | -66.4% | -39.8% |
| 1Y | -48.8% | +32.0% | -80.8% | -51.1% |
| All | -48.8% | +34.0% | -82.8% | -51.1% |
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