+357.9%
F vs DRI
+7,577.6%
-7,219.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +5.3% | +0.6% | +4.8% | +5.1% |
| 30D | +4.6% | +3.8% | +0.7% | +2.9% |
| 3M | -3.7% | +13.0% | -16.7% | -8.4% |
| 6M | +16.8% | +8.3% | +8.5% | +12.6% |
| YTD | +15.3% | +20.6% | -5.3% | +6.4% |
| 1Y | +31.0% | +6.5% | +24.6% | +26.3% |
| 3Y | +45.4% | +53.7% | -8.3% | +20.1% |
| 5Y | +54.7% | +72.7% | -18.0% | +22.2% |
| 10Y | +98.2% | +363.2% | -264.9% | +0.5% |
| All | +357.9% | +7,577.6% | -7,219.8% | +12.5% |
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