+44.4%
SITM vs DRI
+34.0%
+10.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +5.1% | -14.5% | -8.4% |
| 7D | -19.5% | +6.5% | -26.0% | -18.6% |
| 30D | -43.2% | +16.4% | -59.6% | -42.2% |
| 3M | -30.8% | +13.6% | -44.5% | -29.6% |
| 6M | -28.6% | +22.0% | -50.6% | -28.8% |
| YTD | +14.2% | +29.3% | -15.1% | +11.6% |
| 1Y | +44.4% | +32.0% | +12.4% | +38.2% |
| All | +44.4% | +34.0% | +10.4% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling