+240.7%
C vs DRI
+7,978.2%
-7,737.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -2.4% | +2.8% | -5.2% | -3.7% |
| 30D | -6.0% | +13.3% | -19.2% | -11.5% |
| 3M | -10.5% | +8.2% | -18.7% | -14.4% |
| 6M | -5.7% | +17.5% | -23.3% | -13.9% |
| YTD | +4.1% | +26.9% | -22.8% | -8.7% |
| 1Y | +20.5% | +31.6% | -11.1% | +3.7% |
| 3Y | +208.1% | +67.0% | +141.2% | +131.6% |
| 5Y | +110.4% | +72.9% | +37.5% | +52.0% |
| 10Y | +234.6% | +371.3% | -136.7% | +36.3% |
| All | +240.7% | +7,978.2% | -7,737.5% | -48.6% |
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