+86.2%
SU vs DRI
+34.0%
+52.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +5.1% | -9.6% | -3.2% |
| 7D | -7.1% | +6.5% | -13.6% | -5.5% |
| 30D | +4.8% | +16.4% | -11.7% | +8.7% |
| 3M | +12.5% | +13.6% | -1.2% | +16.3% |
| 6M | +6.5% | +22.0% | -15.6% | +12.1% |
| YTD | +65.8% | +29.3% | +36.5% | +76.3% |
| 1Y | +86.2% | +32.0% | +54.1% | +98.8% |
| All | +86.2% | +34.0% | +52.2% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling