+14.8%
W vs DRI
+4.8%
+10.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +1.1% |
| 7D | +6.5% | -1.2% | +7.7% | +6.8% |
| 30D | -6.2% | -0.4% | -5.8% | -6.2% |
| 3M | +48.9% | +9.5% | +39.4% | +44.3% |
| 6M | +31.2% | +6.5% | +24.7% | +27.6% |
| YTD | -0.4% | +18.4% | -18.9% | -4.1% |
| 1Y | +14.8% | +4.2% | +10.6% | +5.8% |
| All | +14.8% | +4.8% | +10.0% | +5.8% |
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