+420.4%
FIX vs DRI
+68.1%
+352.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.8% | -10.7% | -11.4% |
| 7D | -27.2% | +3.7% | -31.0% | -27.8% |
| 30D | -46.9% | +13.5% | -60.4% | -48.3% |
| 3M | -44.4% | +10.4% | -54.8% | -45.6% |
| 6M | -50.9% | +19.5% | -70.4% | -53.3% |
| YTD | +3.5% | +28.2% | -24.7% | -4.0% |
| 1Y | -2.1% | +31.0% | -33.1% | -10.1% |
| All | +420.4% | +68.1% | +352.3% | +283.5% |
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 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