-46.8%
SITM vs DRI
+17.3%
-64.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.3% |
| 7D | +6.6% | +1.1% | +5.6% | +7.3% |
| 30D | -15.3% | +9.7% | -25.0% | -9.9% |
| 3M | -35.4% | +3.2% | -38.6% | -33.0% |
| 6M | -46.8% | +20.6% | -67.3% | -41.3% |
| All | -46.8% | +17.3% | -64.1% | -41.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling