-10.8%
DOW vs DRI
+143.3%
-154.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -2.4% | +0.6% | -3.0% | -2.6% |
| 30D | +0.4% | +3.8% | -3.5% | -1.2% |
| 3M | -14.4% | +13.0% | -27.4% | -18.8% |
| 6M | -7.0% | +8.3% | -15.3% | -11.0% |
| YTD | +30.2% | +20.6% | +9.6% | +18.9% |
| 1Y | +29.2% | +6.5% | +22.7% | +23.8% |
| 3Y | -36.7% | +53.7% | -90.4% | -48.1% |
| 5Y | -37.7% | +72.7% | -110.4% | -52.2% |
| All | -10.8% | +143.3% | -154.1% | -28.8% |
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