+264.0%
SPOT vs DRI
+227.5%
+36.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.6% | -3.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | +12.5% | +3.8% | +8.6% | +11.4% |
| 3M | +9.9% | +13.0% | -3.1% | +6.4% |
| 6M | +1.6% | +8.3% | -6.8% | -0.8% |
| YTD | -6.6% | +20.6% | -27.2% | -11.8% |
| 1Y | -22.9% | +6.5% | -29.4% | -25.1% |
| 3Y | +244.3% | +53.7% | +190.6% | +199.9% |
| 5Y | +117.8% | +72.7% | +45.1% | +82.6% |
| All | +264.0% | +227.5% | +36.5% | +172.4% |
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 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