+197.4%
B vs DRI
+7,577.6%
-7,380.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | +9.4% | +3.8% | +5.6% | +9.2% |
| 3M | +5.0% | +13.0% | -8.0% | +4.2% |
| 6M | -3.5% | +8.3% | -11.9% | -4.1% |
| YTD | +4.5% | +20.6% | -16.2% | +3.2% |
| 1Y | +67.8% | +6.5% | +61.3% | +66.8% |
| 3Y | +196.7% | +53.7% | +143.0% | +187.7% |
| 5Y | +151.9% | +72.7% | +79.3% | +141.8% |
| 10Y | +202.2% | +363.2% | -161.0% | +166.7% |
| All | +197.4% | +7,577.6% | -7,380.3% | +132.1% |
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