+506.7%
FIX vs DRI
+70.6%
+436.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +9.2% |
| 7D | -7.2% | +3.1% | -10.4% | -7.8% |
| 30D | -35.1% | +16.2% | -51.4% | -37.1% |
| 3M | -34.3% | +8.4% | -42.6% | -35.4% |
| 6M | -42.9% | +19.0% | -61.9% | -45.6% |
| YTD | +19.5% | +28.8% | -9.4% | +10.6% |
| 1Y | +16.8% | +33.1% | -16.4% | +6.8% |
| 3Y | +506.7% | +70.8% | +435.9% | +361.2% |
| All | +506.7% | +70.6% | +436.1% | +361.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling