+2,454.0%
NI vs DRI
+8,063.5%
-5,609.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +4.3% | +1.1% | +3.2% | +4.1% |
| 30D | +12.4% | +9.7% | +2.7% | +10.5% |
| 3M | +10.2% | +3.2% | +7.0% | +9.4% |
| 6M | -0.8% | +20.6% | -21.4% | -4.4% |
| YTD | +13.2% | +28.3% | -15.0% | +7.6% |
| 1Y | +10.1% | +34.5% | -24.5% | +3.6% |
| 3Y | +103.1% | +66.5% | +36.6% | +82.1% |
| 5Y | +115.5% | +79.6% | +35.9% | +88.6% |
| 10Y | +195.5% | +333.8% | -138.3% | +107.4% |
| All | +2,454.0% | +8,063.5% | -5,609.4% | +1,143.8% |
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