+169.5%
B vs DRI
+7,978.2%
-7,808.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | +9.6% | +2.8% | +6.8% | +9.4% |
| 30D | +3.5% | +13.3% | -9.7% | +2.8% |
| 3M | -1.6% | +8.2% | -9.8% | -2.1% |
| 6M | -1.7% | +17.5% | -19.2% | -2.7% |
| YTD | -5.3% | +26.9% | -32.2% | -6.8% |
| 1Y | +27.2% | +31.6% | -4.3% | +25.0% |
| 3Y | +166.1% | +67.0% | +99.2% | +156.8% |
| 5Y | +136.5% | +72.9% | +63.6% | +126.9% |
| 10Y | +172.2% | +371.3% | -199.1% | +139.9% |
| All | +169.5% | +7,978.2% | -7,808.6% | +109.7% |
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