+3,297.7%
V vs DRI
+1,376.6%
+1,921.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.4% | -0.3% | 0.0% | -0.2% |
| 30D | +6.3% | +10.8% | -4.5% | +2.5% |
| 3M | +17.2% | +0.9% | +16.2% | +16.4% |
| 6M | +29.2% | +16.3% | +12.9% | +21.5% |
| YTD | +20.8% | +27.8% | -7.0% | +9.1% |
| 1Y | +25.0% | +33.9% | -8.8% | +11.0% |
| 3Y | +75.3% | +67.2% | +8.1% | +40.8% |
| 5Y | +105.8% | +79.0% | +26.9% | +58.8% |
| 10Y | +451.9% | +332.2% | +119.7% | +170.6% |
| All | +3,297.7% | +1,376.6% | +1,921.2% | +736.0% |
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