+6,438.2%
EW vs DRI
+4,447.9%
+1,990.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.5% |
| 30D | +1.0% | +3.8% | -2.8% | +0.2% |
| 3M | +2.8% | +13.0% | -10.2% | +0.1% |
| 6M | +5.5% | +8.3% | -2.8% | +3.4% |
| YTD | +5.5% | +20.6% | -15.2% | +0.9% |
| 1Y | +11.0% | +6.5% | +4.6% | +8.8% |
| 3Y | +17.7% | +53.7% | -36.0% | +5.5% |
| 5Y | -25.7% | +72.7% | -98.4% | -35.6% |
| 10Y | +132.8% | +363.2% | -230.4% | +57.6% |
| All | +6,438.2% | +4,447.9% | +1,990.3% | +3,310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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