+3,256.8%
ALL vs DRI
+7,978.2%
-4,721.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.2% |
| 7D | -1.9% | +2.8% | -4.8% | -2.7% |
| 30D | +13.8% | +13.3% | +0.5% | +9.7% |
| 3M | -7.0% | +8.2% | -15.2% | -9.4% |
| 6M | +18.0% | +17.5% | +0.5% | +11.9% |
| YTD | +24.2% | +26.9% | -2.7% | +14.6% |
| 1Y | +31.2% | +31.6% | -0.4% | +19.6% |
| 3Y | +107.5% | +67.0% | +40.6% | +73.0% |
| 5Y | +144.8% | +72.9% | +71.9% | +98.6% |
| 10Y | +375.8% | +371.3% | +4.4% | +157.4% |
| All | +3,256.8% | +7,978.2% | -4,721.4% | +744.6% |
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