-3.6%
SMR vs DRI
+73.4%
-77.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +4.4% | +0.6% | +3.8% | +4.2% |
| 30D | +3.4% | +3.8% | -0.4% | +1.3% |
| 3M | -19.2% | +13.0% | -32.2% | -24.6% |
| 6M | -22.6% | +8.3% | -31.0% | -26.1% |
| YTD | -31.5% | +20.6% | -52.2% | -37.9% |
| 1Y | -73.1% | +6.5% | -79.5% | -74.3% |
| 3Y | +55.0% | +53.7% | +1.2% | +29.5% |
| All | -3.6% | +73.4% | -77.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling