+2,180.2%
NI vs DRI
+7,577.6%
-5,397.5%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | -3.5% | +3.8% | -7.4% | -4.3% |
| 3M | -9.1% | +13.0% | -22.1% | -11.3% |
| 6M | -11.8% | +8.3% | -20.2% | -13.4% |
| YTD | +1.1% | +20.6% | -19.5% | -2.8% |
| 1Y | +6.7% | +6.5% | +0.2% | +4.7% |
| 3Y | +71.1% | +53.7% | +17.4% | +55.7% |
| 5Y | +94.3% | +72.7% | +21.6% | +71.1% |
| 10Y | +135.8% | +363.2% | -227.4% | +63.8% |
| All | +2,180.2% | +7,577.6% | -5,397.5% | +1,023.8% |
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