+1,376.2%
D vs DRI
+7,577.6%
-6,201.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +0.4% | +0.6% | -0.1% | +0.4% |
| 30D | -3.6% | +3.8% | -7.4% | -4.1% |
| 3M | -1.0% | +13.0% | -14.0% | -2.8% |
| 6M | +6.3% | +8.3% | -2.0% | +4.8% |
| YTD | +14.7% | +20.6% | -5.9% | +11.3% |
| 1Y | +16.9% | +6.5% | +10.5% | +15.3% |
| 3Y | +56.8% | +53.7% | +3.1% | +46.2% |
| 5Y | +5.2% | +72.7% | -67.5% | -4.3% |
| 10Y | +35.9% | +363.2% | -327.3% | +2.7% |
| All | +1,376.2% | +7,577.6% | -6,201.4% | +688.2% |
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