+4,497.3%
CI vs DRI
+7,577.6%
-3,080.4%
-84.3%
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 | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | +4.4% | +3.8% | +0.6% | +3.3% |
| 3M | +0.7% | +13.0% | -12.4% | -3.0% |
| 6M | +0.3% | +8.3% | -8.0% | -2.3% |
| YTD | +3.8% | +20.6% | -16.8% | -2.1% |
| 1Y | -5.5% | +6.5% | -11.9% | -7.9% |
| 3Y | +8.1% | +53.7% | -45.6% | -6.5% |
| 5Y | +42.8% | +72.7% | -29.9% | +17.3% |
| 10Y | +143.9% | +363.2% | -219.3% | +41.0% |
| All | +4,497.3% | +7,577.6% | -3,080.4% | +1,485.2% |
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