+429.9%
SITM vs DRI
+56.7%
+373.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +8.4% | -1.2% | +9.6% | +8.7% |
| 30D | -17.4% | -0.4% | -17.0% | -17.4% |
| 3M | -9.8% | +9.5% | -19.3% | -12.7% |
| 6M | +83.0% | +6.5% | +76.5% | +78.5% |
| YTD | +69.6% | +18.4% | +51.2% | +58.6% |
| 1Y | +144.9% | +4.2% | +140.7% | +138.2% |
| 3Y | +429.9% | +57.1% | +372.8% | +327.6% |
| All | +429.9% | +56.7% | +373.2% | +327.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling