+3,319.5%
ALL vs DRI
+7,577.6%
-4,258.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -1.5% | +3.8% | -5.3% | -2.7% |
| 3M | +23.6% | +13.0% | +10.6% | +18.8% |
| 6M | +22.3% | +8.3% | +14.0% | +18.8% |
| YTD | +26.5% | +20.6% | +5.9% | +18.6% |
| 1Y | +27.0% | +6.5% | +20.6% | +23.1% |
| 3Y | +149.6% | +53.7% | +95.9% | +113.4% |
| 5Y | +118.1% | +72.7% | +45.4% | +76.7% |
| 10Y | +369.0% | +363.2% | +5.8% | +155.0% |
| All | +3,319.5% | +7,577.6% | -4,258.1% | +774.5% |
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