+4,789.7%
SITM vs DRI
+123.7%
+4,666.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.1% |
| 7D | +3.9% | -3.2% | +7.1% | +5.3% |
| 30D | -6.6% | -7.8% | +1.2% | -3.5% |
| 3M | -11.9% | +0.4% | -12.2% | -12.9% |
| 6M | +81.1% | +4.8% | +76.3% | +75.2% |
| YTD | +80.0% | +16.7% | +63.2% | +65.1% |
| 1Y | +145.8% | +1.5% | +144.4% | +138.4% |
| 3Y | +475.9% | +56.3% | +419.6% | +353.7% |
| 5Y | +189.2% | +66.4% | +122.8% | +124.6% |
| All | +4,789.7% | +123.7% | +4,666.0% | +3,895.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling