+112.6%
SPOT vs DRI
+68.4%
+44.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.6% | -0.4% |
| 7D | -6.5% | -4.8% | -1.7% | -4.6% |
| 30D | +2.2% | -3.9% | +6.1% | +3.6% |
| 3M | +5.4% | +5.1% | +0.3% | +2.8% |
| 6M | -4.0% | +5.5% | -9.5% | -6.8% |
| YTD | -9.9% | +16.5% | -26.4% | -17.6% |
| 1Y | -27.3% | +2.0% | -29.3% | -29.5% |
| 3Y | +236.4% | +54.5% | +181.9% | +147.5% |
| 5Y | +112.6% | +66.6% | +46.0% | +35.2% |
| All | +112.6% | +68.4% | +44.2% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling