+12,471.5%
FIX vs DRI
+7,410.3%
+5,061.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.5% |
| 3M | -15.9% | +13.0% | -28.9% | -19.7% |
| 6M | +12.7% | +8.3% | +4.4% | +8.9% |
| YTD | +72.8% | +20.6% | +52.2% | +60.7% |
| 1Y | +122.9% | +6.5% | +116.4% | +114.8% |
| 3Y | +774.3% | +53.7% | +720.6% | +638.2% |
| 5Y | +2,049.5% | +72.7% | +1,976.8% | +1,634.4% |
| 10Y | +5,821.5% | +363.2% | +5,458.3% | +3,154.7% |
| All | +12,471.5% | +7,410.3% | +5,061.1% | +3,703.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling