+252.8%
SPOT vs DRI
+217.0%
+35.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.5% |
| 7D | -3.1% | -3.2% | +0.1% | -2.3% |
| 30D | +7.4% | -7.8% | +15.2% | +9.5% |
| 3M | +8.2% | +0.4% | +7.8% | +7.9% |
| 6M | +2.2% | +4.8% | -2.6% | +0.6% |
| YTD | -9.5% | +16.7% | -26.2% | -13.8% |
| 1Y | -23.8% | +1.5% | -25.3% | -25.1% |
| 3Y | +233.5% | +56.3% | +177.2% | +189.1% |
| 5Y | +112.2% | +66.4% | +45.8% | +79.4% |
| All | +252.8% | +217.0% | +35.9% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling