+2,316.9%
SPY vs DRI
+7,978.2%
-5,661.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -2.7% | +2.8% | -5.5% | -3.4% |
| 30D | -5.4% | +13.3% | -18.6% | -8.4% |
| 3M | -4.1% | +8.2% | -12.3% | -6.3% |
| 6M | +0.7% | +17.5% | -16.8% | -3.9% |
| YTD | +8.7% | +26.9% | -18.2% | +1.3% |
| 1Y | +10.9% | +31.6% | -20.7% | +2.3% |
| 3Y | +75.0% | +67.0% | +8.0% | +50.1% |
| 5Y | +67.8% | +72.9% | -5.1% | +41.4% |
| 10Y | +312.9% | +371.3% | -58.5% | +149.9% |
| All | +2,316.9% | +7,978.2% | -5,661.2% | +671.5% |
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