+2,425.4%
SPY vs DRI
+7,577.6%
-5,152.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +0.1% | +3.8% | -3.8% | -1.0% |
| 3M | +2.0% | +13.0% | -11.0% | -1.5% |
| 6M | +13.0% | +8.3% | +4.7% | +10.1% |
| YTD | +13.5% | +20.6% | -7.1% | +7.4% |
| 1Y | +20.0% | +6.5% | +13.5% | +16.8% |
| 3Y | +77.2% | +53.7% | +23.5% | +55.3% |
| 5Y | +81.9% | +72.7% | +9.2% | +53.4% |
| 10Y | +314.1% | +363.2% | -49.1% | +152.2% |
| All | +2,425.4% | +7,577.6% | -5,152.3% | +718.1% |
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 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