+7,085.5%
DRI vs DD
+749.1%
+6,336.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.6% | -3.5% | +4.1% | +1.9% |
| 30D | +3.8% | -10.3% | +14.2% | +8.0% |
| 3M | +13.0% | -7.5% | +20.6% | +16.0% |
| 6M | +8.3% | -8.0% | +16.3% | +10.6% |
| YTD | +20.6% | +10.5% | +10.1% | +14.7% |
| 1Y | +6.5% | +38.3% | -31.8% | -7.4% |
| 3Y | +53.7% | +42.5% | +11.2% | +28.4% |
| 5Y | +72.7% | +60.2% | +12.5% | +36.1% |
| 10Y | +363.2% | +68.9% | +294.3% | +240.5% |
| All | +7,085.5% | +749.1% | +6,336.4% | +2,533.1% |
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