+319.5%
SN vs DRI
+42.5%
+277.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -9.3% | +0.6% | -9.9% | -9.6% |
| 30D | -4.8% | +3.8% | -8.6% | -6.9% |
| 3M | +40.4% | +13.0% | +27.4% | +31.6% |
| 6M | +50.9% | +8.3% | +42.6% | +44.1% |
| YTD | +54.9% | +20.6% | +34.3% | +40.2% |
| 1Y | +43.0% | +6.5% | +36.6% | +36.7% |
| 3Y | +391.8% | +53.7% | +338.1% | +303.8% |
| All | +319.5% | +42.5% | +277.1% | +313.7% |
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 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