-63.9%
XYZ vs DRI
+74.0%
-137.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.5% |
| 7D | +12.1% | +2.8% | +9.3% | +10.0% |
| 30D | +12.4% | +13.3% | -0.9% | +1.9% |
| 3M | +8.2% | +8.2% | 0.0% | +0.6% |
| 6M | +20.7% | +17.5% | +3.1% | +3.2% |
| YTD | +31.3% | +26.9% | +4.4% | +2.6% |
| 1Y | +20.5% | +31.6% | -11.1% | -9.6% |
| 3Y | +72.6% | +67.0% | +5.7% | -10.4% |
| All | -63.9% | +74.0% | -137.9% | -84.4% |
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