-39.0%
U vs DRI
+186.2%
-225.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.8% | +0.6% | -4.4% | -4.1% |
| 30D | +17.5% | +3.8% | +13.6% | +15.0% |
| 3M | +38.7% | +13.0% | +25.7% | +29.1% |
| 6M | +104.4% | +8.3% | +96.1% | +93.0% |
| YTD | -5.7% | +20.6% | -26.3% | -17.4% |
| 1Y | +3.7% | +6.5% | -2.8% | -2.8% |
| 3Y | +12.3% | +53.7% | -41.4% | -17.9% |
| 5Y | -68.8% | +72.7% | -141.5% | -79.6% |
| All | -39.0% | +186.2% | -225.2% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling