+1,423.6%
SRE vs DRI
+4,441.8%
-3,018.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -4.1% | +10.8% | -15.0% | -6.2% |
| 3M | -7.3% | +0.9% | -8.2% | -7.7% |
| 6M | -14.1% | +16.3% | -30.4% | -17.2% |
| YTD | -8.5% | +27.8% | -36.3% | -13.7% |
| 1Y | -12.0% | +33.9% | -45.9% | -17.9% |
| 3Y | +23.4% | +67.2% | -43.8% | +8.8% |
| 5Y | +51.3% | +79.0% | -27.7% | +30.0% |
| 10Y | +126.3% | +332.2% | -205.9% | +52.6% |
| All | +1,423.6% | +4,441.8% | -3,018.2% | +542.5% |
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