+325.3%
IR vs DRI
+235.6%
+89.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +3.7% | +2.8% | +0.9% | +2.4% |
| 30D | +7.4% | +13.3% | -5.8% | +1.8% |
| 3M | -5.9% | +8.2% | -14.1% | -9.5% |
| 6M | +5.6% | +17.5% | -12.0% | -2.2% |
| YTD | +4.8% | +26.9% | -22.1% | -6.2% |
| 1Y | +6.9% | +31.6% | -24.6% | -5.8% |
| 3Y | +27.6% | +67.0% | -39.4% | -0.6% |
| 5Y | +45.8% | +72.9% | -27.1% | +10.4% |
| All | +325.3% | +235.6% | +89.7% | +144.8% |
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