+125.4%
SU vs DRI
+52.8%
+72.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +1.7% | -4.8% | +6.5% | +2.0% |
| 30D | +9.6% | -5.2% | +14.8% | +10.0% |
| 3M | +11.7% | +2.7% | +9.0% | +11.3% |
| 6M | +21.9% | +3.6% | +18.3% | +21.3% |
| YTD | +58.6% | +15.4% | +43.2% | +54.6% |
| 1Y | +66.5% | +1.3% | +65.3% | +66.0% |
| All | +125.4% | +52.8% | +72.6% | +114.3% |
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