+3,907.1%
O vs DRI
+7,577.6%
-3,670.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | -1.9% | +3.8% | -5.7% | -3.1% |
| 3M | +3.8% | +13.0% | -9.2% | -0.1% |
| 6M | -4.7% | +8.3% | -13.1% | -7.5% |
| YTD | +12.5% | +20.6% | -8.1% | +5.6% |
| 1Y | +10.8% | +6.5% | +4.4% | +7.6% |
| 3Y | +28.8% | +53.7% | -24.9% | +10.0% |
| 5Y | +13.2% | +72.7% | -59.5% | -8.7% |
| 10Y | +53.5% | +363.2% | -309.7% | -14.7% |
| All | +3,907.1% | +7,577.6% | -3,670.6% | +1,204.5% |
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