+66.7%
DRI vs SPXS
-80.8%
+147.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.5% |
| 7D | -0.7% | +1.5% | -2.2% | -0.3% |
| 30D | +14.7% | +6.3% | +8.4% | +16.3% |
| 3M | +5.4% | +4.2% | +1.2% | +6.6% |
| 6M | +18.8% | -7.9% | +26.7% | +17.8% |
| YTD | +28.4% | -27.5% | +55.9% | +22.2% |
| 1Y | +37.7% | -27.0% | +64.7% | +31.5% |
| All | +66.7% | -80.8% | +147.4% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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