+2,991.2%
TER vs DRI
+7,577.6%
-4,586.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | -8.3% | +3.8% | -12.1% | -9.7% |
| 3M | -12.2% | +13.0% | -25.2% | -17.1% |
| 6M | +17.1% | +8.3% | +8.8% | +12.4% |
| YTD | +84.7% | +20.6% | +64.1% | +69.9% |
| 1Y | +199.9% | +6.5% | +193.5% | +188.1% |
| 3Y | +232.8% | +53.7% | +179.1% | +175.2% |
| 5Y | +198.6% | +72.7% | +125.9% | +136.7% |
| 10Y | +1,669.7% | +363.2% | +1,306.6% | +771.1% |
| All | +2,991.2% | +7,577.6% | -4,586.5% | +576.9% |
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