-50.5%
SE vs DRI
+31.8%
-82.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | 0.0% | +4.2% | -4.2% | -0.9% |
| 30D | -19.4% | +15.7% | -35.1% | -21.8% |
| 3M | -33.1% | +5.8% | -38.9% | -34.0% |
| 6M | -11.4% | +18.4% | -29.9% | -14.1% |
| YTD | -39.8% | +28.2% | -68.0% | -43.0% |
| 1Y | -50.5% | +35.9% | -86.4% | -53.9% |
| All | -50.5% | +31.8% | -82.3% | -53.9% |
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 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