+82.6%
SMR vs DRI
+54.2%
+28.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.5% |
| 7D | +13.1% | -4.8% | +17.9% | +15.8% |
| 30D | +17.8% | -3.9% | +21.7% | +19.5% |
| 3M | +8.1% | +5.1% | +3.0% | +3.3% |
| 6M | -11.1% | +5.5% | -16.6% | -15.3% |
| YTD | -23.7% | +16.5% | -40.2% | -31.9% |
| 1Y | -69.4% | +2.0% | -71.4% | -70.6% |
| All | +82.6% | +54.2% | +28.5% | +34.1% |
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 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