+238.9%
C vs DRI
+8,061.0%
-7,822.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.6% |
| 7D | -5.3% | +3.7% | -9.0% | -6.9% |
| 30D | -7.3% | +13.5% | -20.8% | -12.8% |
| 3M | -13.5% | +10.4% | -23.9% | -18.0% |
| 6M | -6.5% | +19.5% | -26.0% | -15.2% |
| YTD | +3.6% | +28.2% | -24.6% | -9.6% |
| 1Y | +18.9% | +31.0% | -12.1% | +2.5% |
| 3Y | +205.0% | +67.1% | +137.9% | +129.2% |
| 5Y | +109.4% | +74.7% | +34.7% | +50.6% |
| 10Y | +232.9% | +376.2% | -143.2% | +35.0% |
| All | +238.9% | +8,061.0% | -7,822.0% | -49.1% |
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