-69.4%
U vs DRI
+72.9%
-142.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -3.8% | +0.6% | -4.4% | -4.3% |
| 30D | +17.5% | +3.8% | +13.6% | +13.8% |
| 3M | +38.7% | +13.0% | +25.7% | +24.7% |
| 6M | +104.4% | +8.3% | +96.1% | +87.5% |
| YTD | -5.7% | +20.6% | -26.3% | -22.9% |
| 1Y | +3.7% | +6.5% | -2.8% | -6.2% |
| 3Y | +12.3% | +53.7% | -41.4% | -34.5% |
| All | -69.4% | +72.9% | -142.3% | -85.6% |
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