+338.3%
SU vs DRI
+65.5%
+272.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | +2.2% | -3.2% | +5.5% | +2.7% |
| 30D | +8.4% | -7.8% | +16.3% | +9.7% |
| 3M | +12.1% | +0.4% | +11.7% | +11.8% |
| 6M | +19.7% | +4.8% | +14.9% | +18.2% |
| YTD | +58.4% | +16.7% | +41.7% | +52.4% |
| 1Y | +67.2% | +1.5% | +65.8% | +65.7% |
| 3Y | +125.0% | +56.3% | +68.8% | +101.6% |
| All | +338.3% | +65.5% | +272.8% | +291.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling