+2,335.3%
SIMO vs DRI
+1,332.8%
+1,002.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +14.9% | -0.3% | +15.2% | +15.0% |
| 30D | -27.0% | +10.8% | -37.8% | -29.8% |
| 3M | -25.4% | +0.9% | -26.3% | -26.4% |
| 6M | -30.3% | +16.3% | -46.6% | -35.2% |
| YTD | +95.8% | +27.8% | +68.0% | +75.2% |
| 1Y | +100.0% | +33.9% | +66.2% | +75.8% |
| 3Y | +238.3% | +67.2% | +171.1% | +168.6% |
| 5Y | +187.6% | +79.0% | +108.6% | +118.3% |
| 10Y | +422.5% | +332.2% | +90.3% | +139.1% |
| All | +2,335.3% | +1,332.8% | +1,002.5% | +469.9% |
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