+589.0%
A vs DRI
+3,648.5%
-3,059.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +4.8% | +3.1% | +1.6% | +3.9% |
| 30D | +5.6% | +16.2% | -10.6% | +1.3% |
| 3M | +23.6% | +8.4% | +15.2% | +20.4% |
| 6M | +56.4% | +19.0% | +37.4% | +48.1% |
| YTD | +33.4% | +28.8% | +4.6% | +23.2% |
| 1Y | +23.7% | +33.1% | -9.4% | +13.1% |
| 3Y | +71.0% | +70.8% | +0.2% | +44.6% |
| 5Y | +16.8% | +74.2% | -57.4% | -2.5% |
| 10Y | +323.8% | +345.5% | -21.7% | +146.8% |
| All | +589.0% | +3,648.5% | -3,059.5% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling