+948.1%
FIX vs DRI
+74.0%
+874.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.8% |
| 7D | -17.5% | +2.8% | -20.3% | -18.5% |
| 30D | -41.6% | +13.3% | -54.8% | -44.3% |
| 3M | -40.6% | +8.2% | -48.8% | -42.6% |
| 6M | -49.4% | +17.5% | -66.9% | -53.1% |
| YTD | +9.2% | +26.9% | -17.7% | -2.6% |
| 1Y | +6.5% | +31.6% | -25.1% | -6.8% |
| 3Y | +448.7% | +67.0% | +381.8% | +316.9% |
| All | +948.1% | +74.0% | +874.1% | +660.1% |
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