+66.5%
DRI vs SIRI
-22.7%
+89.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.2% |
| 30D | +9.7% | +21.1% | -11.4% | +7.7% |
| 3M | +3.2% | +14.7% | -11.5% | +1.8% |
| 6M | +20.6% | +22.9% | -2.4% | +18.2% |
| YTD | +28.3% | +65.7% | -37.5% | +22.3% |
| 1Y | +34.5% | +53.5% | -18.9% | +29.1% |
| 3Y | +66.5% | -23.0% | +89.5% | +65.8% |
| All | +66.5% | -22.7% | +89.2% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 3y: compounded portfolio wealth divided by compounded SIRI 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…
3y analysis · Full analysis span regression · 6 months rolling