-68.4%
U vs DRI
+74.0%
-142.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.2% |
| 7D | +36.6% | +2.8% | +33.8% | +33.6% |
| 30D | +13.3% | +13.3% | +0.1% | +2.8% |
| 3M | +26.2% | +8.2% | +18.0% | +17.6% |
| 6M | +88.7% | +17.5% | +71.2% | +63.0% |
| YTD | +16.6% | +26.9% | -10.3% | -9.2% |
| 1Y | +29.0% | +31.6% | -2.6% | -3.5% |
| 3Y | +99.5% | +67.0% | +32.5% | +5.4% |
| All | -68.4% | +74.0% | -142.4% | -86.3% |
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 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