+771.2%
T vs DRI
+8,100.2%
-7,329.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.7% | +3.1% | -1.4% | +1.0% |
| 30D | -1.7% | +16.2% | -18.0% | -4.6% |
| 3M | -7.3% | +8.4% | -15.7% | -8.9% |
| 6M | -11.2% | +19.0% | -30.2% | -14.5% |
| YTD | -8.1% | +28.8% | -36.9% | -13.1% |
| 1Y | -8.0% | +33.1% | -41.2% | -13.7% |
| 3Y | +62.1% | +70.8% | -8.6% | +42.5% |
| 5Y | +55.7% | +74.2% | -18.5% | +34.7% |
| 10Y | +54.1% | +345.5% | -291.4% | +2.3% |
| All | +771.2% | +8,100.2% | -7,329.0% | +215.7% |
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