-53.4%
W vs DRI
+76.5%
-129.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.2% |
| 7D | +3.3% | +3.1% | +0.2% | +0.7% |
| 30D | +10.5% | +16.2% | -5.7% | -3.6% |
| 3M | +9.6% | +8.4% | +1.3% | +0.9% |
| 6M | +76.4% | +19.0% | +57.4% | +47.2% |
| YTD | +16.4% | +28.8% | -12.4% | -12.5% |
| 1Y | +9.3% | +33.1% | -23.8% | -21.1% |
| 3Y | +172.8% | +70.8% | +102.0% | +39.5% |
| 5Y | -53.4% | +74.2% | -127.6% | -81.1% |
| All | -53.4% | +76.5% | -129.9% | -81.1% |
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