-78.0%
SE vs DRI
+74.0%
-152.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | +2.0% | +2.8% | -0.8% | +0.3% |
| 30D | -20.0% | +13.3% | -33.3% | -26.1% |
| 3M | -31.8% | +8.2% | -40.0% | -35.4% |
| 6M | -15.9% | +17.5% | -33.4% | -25.1% |
| YTD | -40.6% | +26.9% | -67.5% | -50.7% |
| 1Y | -50.7% | +31.6% | -82.2% | -60.3% |
| 3Y | +70.3% | +67.0% | +3.3% | +3.3% |
| All | -78.0% | +74.0% | -152.0% | -89.2% |
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