+32.9%
W vs DRI
+53.9%
-20.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.9% |
| 7D | -4.2% | +0.6% | -4.8% | -4.6% |
| 30D | -7.6% | +3.8% | -11.4% | -10.1% |
| 3M | +37.2% | +13.0% | +24.2% | +26.2% |
| 6M | +26.3% | +8.3% | +18.0% | +18.7% |
| YTD | -1.0% | +20.6% | -21.6% | -14.1% |
| 1Y | +20.1% | +6.5% | +13.6% | +13.0% |
| All | +32.9% | +53.9% | -20.9% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling