+589.4%
SE vs DRI
+237.2%
+352.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | -2.5% | +3.8% | -6.3% | -3.7% |
| 3M | +21.7% | +13.0% | +8.7% | +16.6% |
| 6M | +27.0% | +8.3% | +18.7% | +23.2% |
| YTD | -12.1% | +20.6% | -32.8% | -18.0% |
| 1Y | -40.9% | +6.5% | -47.4% | -42.9% |
| 3Y | +191.0% | +53.7% | +137.3% | +147.3% |
| 5Y | -68.3% | +72.7% | -141.0% | -74.0% |
| All | +589.4% | +237.2% | +352.2% | +455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling