+2,926.4%
V vs DRI
+1,293.8%
+1,632.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +17.4% | +13.0% | +4.3% | +11.8% |
| 6M | +17.5% | +8.3% | +9.2% | +13.3% |
| YTD | +7.6% | +20.6% | -13.0% | -0.6% |
| 1Y | +7.7% | +6.5% | +1.3% | +3.8% |
| 3Y | +54.7% | +53.7% | +0.9% | +28.1% |
| 5Y | +73.0% | +72.7% | +0.4% | +35.3% |
| 10Y | +390.9% | +363.2% | +27.7% | +133.5% |
| All | +2,926.4% | +1,293.8% | +1,632.6% | +661.6% |
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 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