-78.0%
SE vs DRI
+78.6%
-156.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.9% |
| 7D | -0.5% | +1.1% | -1.5% | -1.1% |
| 30D | -20.9% | +9.7% | -30.6% | -25.4% |
| 3M | -38.9% | +3.2% | -42.1% | -40.3% |
| 6M | -19.4% | +20.6% | -40.0% | -29.5% |
| YTD | -40.9% | +28.3% | -69.2% | -51.3% |
| 1Y | -46.2% | +34.5% | -80.7% | -57.4% |
| 3Y | +63.7% | +66.5% | -2.8% | -0.2% |
| All | -78.0% | +78.6% | -156.7% | -89.3% |
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