+7.5%
SMR vs DRI
+67.5%
-60.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | +13.1% | -4.8% | +17.9% | +15.3% |
| 30D | +17.8% | -3.9% | +21.7% | +19.2% |
| 3M | +8.1% | +5.1% | +3.0% | +4.4% |
| 6M | -11.1% | +5.5% | -16.6% | -14.3% |
| YTD | -23.7% | +16.5% | -40.2% | -29.8% |
| 1Y | -69.4% | +2.0% | -71.4% | -70.3% |
| 3Y | +82.6% | +54.5% | +28.1% | +53.1% |
| All | +7.5% | +67.5% | -60.0% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling