+7,537.5%
DRI vs DD
+912.3%
+6,625.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +4.2% | +2.2% | +2.0% | +3.3% |
| 30D | +15.7% | +20.7% | -5.0% | +7.6% |
| 3M | +5.8% | +11.3% | -5.6% | +1.1% |
| 6M | +18.4% | +6.0% | +12.5% | +14.8% |
| YTD | +28.2% | +31.7% | -3.5% | +13.7% |
| 1Y | +35.9% | +32.2% | +3.7% | +20.3% |
| 3Y | +67.7% | +92.7% | -24.9% | +24.9% |
| 5Y | +77.9% | +72.1% | +5.8% | +36.4% |
| 10Y | +338.7% | +99.7% | +239.0% | +201.8% |
| All | +7,537.5% | +912.3% | +6,625.2% | +2,510.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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