-73.1%
SMR vs DRI
+6.9%
-80.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +4.4% | +0.6% | +3.8% | +4.3% |
| 30D | +3.4% | +3.8% | -0.4% | +2.0% |
| 3M | -19.2% | +13.0% | -32.2% | -23.5% |
| 6M | -22.6% | +8.3% | -31.0% | -25.7% |
| YTD | -31.5% | +20.6% | -52.2% | -35.7% |
| 1Y | -73.1% | +6.5% | -79.5% | -78.6% |
| All | -73.1% | +6.9% | -80.0% | -78.6% |
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 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