+292.4%
F vs DRI
+8,061.0%
-7,768.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | +1.4% | +3.7% | -2.3% | 0.0% |
| 30D | +2.0% | +13.5% | -11.4% | -2.7% |
| 3M | -10.4% | +10.4% | -20.7% | -13.9% |
| 6M | +9.7% | +19.5% | -9.8% | +2.0% |
| YTD | -1.2% | +28.2% | -29.4% | -11.0% |
| 1Y | 0.0% | +31.0% | -31.0% | -10.7% |
| 3Y | +41.1% | +67.1% | -26.0% | +12.9% |
| 5Y | -11.4% | +74.7% | -86.1% | -30.3% |
| 10Y | +85.0% | +376.2% | -291.2% | -7.4% |
| All | +292.4% | +8,061.0% | -7,768.5% | -5.9% |
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