+301.7%
SPOT vs DRI
+247.0%
+54.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +13.5% | +10.8% | +2.6% | +10.7% |
| 3M | +22.2% | +0.9% | +21.3% | +21.8% |
| 6M | +38.3% | +16.3% | +22.0% | +32.8% |
| YTD | +3.1% | +27.8% | -24.7% | -4.1% |
| 1Y | -7.6% | +33.9% | -41.5% | -15.2% |
| 3Y | +250.0% | +67.2% | +182.9% | +198.5% |
| 5Y | +113.3% | +79.0% | +34.3% | +77.1% |
| All | +301.7% | +247.0% | +54.7% | +196.1% |
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 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