+126.4%
SMR vs DRI
+68.4%
+58.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +1.9% | -0.7% | +2.7% | +2.3% |
| 30D | -21.9% | +14.7% | -36.6% | -27.2% |
| 3M | -47.1% | +5.4% | -52.6% | -49.0% |
| 6M | -60.6% | +18.8% | -79.5% | -65.3% |
| YTD | -63.1% | +28.4% | -91.5% | -68.9% |
| 1Y | -80.4% | +37.7% | -118.1% | -84.3% |
| All | +126.4% | +68.4% | +58.0% | +51.1% |
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