-53.2%
S vs DRI
+80.1%
-133.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | -7.7% | +0.6% | -8.3% | -8.1% |
| 30D | -5.3% | +3.8% | -9.2% | -7.9% |
| 3M | +20.3% | +13.0% | +7.3% | +10.7% |
| 6M | +47.4% | +8.3% | +39.1% | +37.6% |
| YTD | +32.5% | +20.6% | +11.9% | +14.0% |
| 1Y | +9.5% | +6.5% | +3.1% | +1.3% |
| 3Y | +15.5% | +53.7% | -38.2% | -21.8% |
| 5Y | -71.2% | +72.7% | -143.9% | -83.3% |
| All | -53.2% | +80.1% | -133.3% | -73.1% |
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