+3,800.2%
O vs DRI
+7,978.2%
-4,178.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +3.7% | +2.8% | +0.9% | +2.9% |
| 30D | +11.2% | +13.3% | -2.1% | +7.2% |
| 3M | -4.0% | +8.2% | -12.2% | -6.4% |
| 6M | -5.2% | +17.5% | -22.8% | -10.1% |
| YTD | +9.5% | +26.9% | -17.4% | +1.1% |
| 1Y | +10.6% | +31.6% | -21.0% | +0.9% |
| 3Y | +38.1% | +67.0% | -28.8% | +14.9% |
| 5Y | +10.2% | +72.9% | -62.7% | -10.9% |
| 10Y | +71.4% | +371.3% | -299.9% | -5.4% |
| All | +3,800.2% | +7,978.2% | -4,178.0% | +1,148.7% |
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