+87.5%
U vs DRI
+68.2%
+19.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.9% | +5.1% |
| 7D | +2.6% | +1.1% | +1.5% | +2.3% |
| 30D | +27.6% | +9.7% | +17.9% | +23.9% |
| 3M | +15.3% | +3.2% | +12.2% | +13.9% |
| 6M | +96.4% | +20.6% | +75.8% | +83.8% |
| YTD | +19.6% | +28.3% | -8.7% | +6.8% |
| 1Y | +42.1% | +34.5% | +7.6% | +23.8% |
| 3Y | +87.5% | +66.5% | +21.0% | +34.1% |
| All | +87.5% | +68.2% | +19.3% | +34.1% |
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