+78.8%
DRI vs SPXS
-83.8%
+162.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -0.8% |
| 7D | -0.7% | +1.5% | -2.2% | -0.1% |
| 30D | +14.7% | +6.3% | +8.4% | +16.9% |
| 3M | +5.4% | +4.2% | +1.2% | +7.1% |
| 6M | +18.8% | -7.9% | +26.7% | +17.4% |
| YTD | +28.4% | -27.5% | +55.9% | +20.3% |
| 1Y | +37.7% | -27.0% | +64.7% | +29.6% |
| 3Y | +68.0% | -80.5% | +148.5% | +17.4% |
| 5Y | +78.8% | -84.0% | +162.8% | +37.7% |
| All | +78.8% | -83.8% | +162.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling