+145.3%
SITM vs DRI
+1.2%
+144.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.1% |
| 7D | +4.8% | -4.8% | +9.7% | +4.6% |
| 30D | -9.7% | -5.2% | -4.5% | -9.8% |
| 3M | -9.3% | +2.7% | -12.1% | -9.0% |
| 6M | +69.5% | +3.6% | +65.9% | +70.0% |
| YTD | +70.5% | +15.4% | +55.1% | +72.8% |
| 1Y | +145.3% | +1.3% | +144.0% | +115.1% |
| All | +145.3% | +1.2% | +144.0% | +115.1% |
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 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