+67.6%
SPY vs DRI
+74.0%
-6.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -2.7% | +2.8% | -5.5% | -3.5% |
| 30D | -5.4% | +13.3% | -18.6% | -8.8% |
| 3M | -4.1% | +8.2% | -12.3% | -6.6% |
| 6M | +0.7% | +17.5% | -16.8% | -4.8% |
| YTD | +8.7% | +26.9% | -18.2% | -0.6% |
| 1Y | +10.9% | +31.6% | -20.7% | 0.0% |
| 3Y | +75.0% | +67.0% | +8.0% | +41.0% |
| All | +67.6% | +74.0% | -6.4% | +28.3% |
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