+2,735.4%
DRI vs SPXS
-100.0%
+2,835.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.8% | +0.8% | +3.0% | +4.2% |
| 3M | +13.0% | -4.7% | +17.7% | +11.5% |
| 6M | +8.3% | -29.6% | +37.9% | -2.9% |
| YTD | +20.6% | -29.8% | +50.4% | +8.4% |
| 1Y | +6.5% | -38.9% | +45.4% | -8.4% |
| 3Y | +53.7% | -79.6% | +133.3% | -1.9% |
| 5Y | +72.7% | -85.9% | +158.6% | +12.9% |
| 10Y | +363.2% | -99.5% | +462.7% | +38.8% |
| All | +2,735.4% | -100.0% | +2,835.4% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling