-5.1%
SPOT vs DRI
+34.4%
-39.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +1.6% | +1.1% | +0.5% | +1.6% |
| 30D | +16.9% | +9.7% | +7.2% | +17.0% |
| 3M | +23.0% | +3.2% | +19.8% | +22.2% |
| 6M | +42.2% | +20.6% | +21.6% | +44.9% |
| YTD | +5.5% | +28.3% | -22.8% | +6.1% |
| 1Y | -5.1% | +34.5% | -39.6% | -5.4% |
| All | -5.1% | +34.4% | -39.5% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling