+1,620.1%
IT vs DRI
+7,577.6%
-5,957.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.5% |
| 7D | -6.0% | +0.6% | -6.6% | -6.2% |
| 30D | 0.0% | +3.8% | -3.8% | -1.3% |
| 3M | +13.1% | +13.0% | +0.1% | +8.5% |
| 6M | +11.7% | +8.3% | +3.4% | +8.3% |
| YTD | -26.1% | +20.6% | -46.7% | -31.2% |
| 1Y | -21.3% | +6.5% | -27.7% | -24.0% |
| 3Y | -46.7% | +53.7% | -100.5% | -54.8% |
| 5Y | -40.5% | +72.7% | -113.2% | -51.6% |
| 10Y | +103.9% | +363.2% | -259.3% | +14.0% |
| All | +1,620.1% | +7,577.6% | -5,957.5% | +345.4% |
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 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