+7,085.5%
DRI vs SIRI
-2.4%
+7,087.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | +3.8% | -4.7% | +8.6% | +4.1% |
| 3M | +13.0% | +5.3% | +7.7% | +12.6% |
| 6M | +8.3% | +30.5% | -22.2% | +6.6% |
| YTD | +20.6% | +49.6% | -29.0% | +17.7% |
| 1Y | +6.5% | +28.5% | -22.1% | +4.7% |
| 3Y | +53.7% | -27.5% | +81.2% | +54.2% |
| 5Y | +72.7% | -44.7% | +117.3% | +74.3% |
| 10Y | +363.2% | -12.6% | +375.8% | +359.5% |
| All | +7,085.5% | -2.4% | +7,087.9% | +6,293.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling