+72.2%
V vs DRI
+72.9%
-0.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.8% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | +2.0% | +3.8% | -1.9% | +0.5% |
| 3M | +17.4% | +13.0% | +4.3% | +12.0% |
| 6M | +17.5% | +8.3% | +9.2% | +13.5% |
| YTD | +7.6% | +20.6% | -13.0% | -0.5% |
| 1Y | +7.7% | +6.5% | +1.3% | +4.1% |
| 3Y | +54.7% | +53.7% | +0.9% | +27.8% |
| All | +72.2% | +72.9% | -0.7% | +30.3% |
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