+1,412.0%
SRE vs DRI
+4,457.0%
-3,044.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -8.2% | +4.2% | -12.4% | -9.0% |
| 30D | -3.6% | +15.7% | -19.3% | -6.5% |
| 3M | -6.3% | +5.8% | -12.0% | -7.6% |
| 6M | -13.0% | +18.4% | -31.5% | -16.4% |
| YTD | -9.2% | +28.2% | -37.4% | -14.4% |
| 1Y | -13.1% | +35.9% | -49.0% | -19.2% |
| 3Y | +22.4% | +67.7% | -45.3% | +7.9% |
| 5Y | +47.1% | +77.9% | -30.8% | +26.6% |
| 10Y | +121.0% | +338.7% | -217.7% | +48.6% |
| All | +1,412.0% | +4,457.0% | -3,044.9% | +537.2% |
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