+894.6%
FIX vs DRI
+77.7%
+816.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.8% | -10.7% | -11.3% |
| 7D | -27.2% | +3.7% | -31.0% | -28.3% |
| 30D | -46.9% | +13.5% | -60.4% | -49.4% |
| 3M | -44.4% | +10.4% | -54.8% | -46.7% |
| 6M | -50.9% | +19.5% | -70.4% | -54.8% |
| YTD | +3.5% | +28.2% | -24.7% | -7.9% |
| 1Y | -2.1% | +31.0% | -33.1% | -14.0% |
| 3Y | +418.7% | +67.1% | +351.7% | +294.9% |
| 5Y | +894.6% | +74.7% | +819.9% | +621.4% |
| All | +894.6% | +77.7% | +816.9% | +621.4% |
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