+2,105.4%
FIX vs DRI
+72.9%
+2,032.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.0% | +0.6% | +5.5% | +5.8% |
| 30D | -7.2% | +3.8% | -11.1% | -8.6% |
| 3M | -15.9% | +13.0% | -28.9% | -20.5% |
| 6M | +12.7% | +8.3% | +4.4% | +8.1% |
| YTD | +72.8% | +20.6% | +52.2% | +57.5% |
| 1Y | +122.9% | +6.5% | +116.4% | +113.3% |
| 3Y | +774.3% | +53.7% | +720.6% | +588.1% |
| All | +2,105.4% | +72.9% | +2,032.5% | +1,494.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling