+65.5%
T vs DRI
+68.2%
-2.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.5% | +1.1% | +1.5% | +2.4% |
| 30D | -3.8% | +9.7% | -13.5% | -4.9% |
| 3M | -8.7% | +3.2% | -11.9% | -9.3% |
| 6M | -8.1% | +20.6% | -28.7% | -10.2% |
| YTD | -6.4% | +28.3% | -34.7% | -9.2% |
| 1Y | -9.8% | +34.5% | -44.3% | -12.9% |
| 3Y | +65.5% | +66.5% | -1.0% | +61.5% |
| All | +65.5% | +68.2% | -2.7% | +61.5% |
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 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