+3,830.6%
O vs DRI
+8,100.2%
-4,269.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +3.3% | +3.1% | +0.2% | +2.4% |
| 30D | +10.3% | +16.2% | -5.9% | +5.5% |
| 3M | -3.5% | +8.4% | -11.8% | -6.0% |
| 6M | -1.3% | +19.0% | -20.3% | -6.7% |
| YTD | +10.3% | +28.8% | -18.5% | +1.4% |
| 1Y | +10.4% | +33.1% | -22.7% | +0.3% |
| 3Y | +40.0% | +70.8% | -30.8% | +15.7% |
| 5Y | +12.4% | +74.2% | -61.9% | -9.4% |
| 10Y | +78.2% | +345.5% | -267.3% | 0.0% |
| All | +3,830.6% | +8,100.2% | -4,269.6% | +1,152.9% |
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