+7,515.3%
EW vs DRI
+4,757.4%
+2,757.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +12.3% | +3.1% | +9.2% | +11.6% |
| 30D | +22.9% | +16.2% | +6.6% | +19.2% |
| 3M | +16.7% | +8.4% | +8.3% | +14.6% |
| 6M | +31.0% | +19.0% | +12.0% | +26.0% |
| YTD | +22.8% | +28.8% | -6.0% | +15.9% |
| 1Y | +25.6% | +33.1% | -7.6% | +17.6% |
| 3Y | +62.0% | +70.8% | -8.8% | +42.0% |
| 5Y | -12.8% | +74.2% | -87.0% | -24.4% |
| 10Y | +239.8% | +345.5% | -105.7% | +130.7% |
| All | +7,515.3% | +4,757.4% | +2,757.8% | +3,815.2% |
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