+24.3%
W vs DRI
+34.0%
-9.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +5.1% | +5.9% | +8.6% |
| 7D | +8.4% | +6.5% | +1.9% | +5.5% |
| 30D | +16.5% | +16.4% | +0.1% | +9.4% |
| 3M | +6.4% | +13.6% | -7.2% | +0.4% |
| 6M | +90.5% | +22.0% | +68.5% | +73.9% |
| YTD | +23.1% | +29.3% | -6.2% | +8.3% |
| 1Y | +24.3% | +32.0% | -7.8% | +6.6% |
| All | +24.3% | +34.0% | -9.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling