+47.9%
SO vs DRI
+66.4%
-18.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | -1.5% | +2.8% | -4.3% | -1.8% |
| 30D | +8.1% | +13.3% | -5.2% | +6.7% |
| 3M | +0.2% | +8.2% | -8.0% | -0.7% |
| 6M | +0.4% | +17.5% | -17.2% | -1.4% |
| YTD | +8.5% | +26.9% | -18.4% | +5.1% |
| 1Y | +4.9% | +31.6% | -26.6% | +1.2% |
| 3Y | +47.9% | +67.0% | -19.1% | +34.4% |
| All | +47.9% | +66.4% | -18.5% | +34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling