+163.6%
W vs DRI
+574.7%
-411.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.1% | +2.8% |
| 7D | -4.2% | +0.6% | -4.8% | -4.6% |
| 30D | -7.6% | +3.8% | -11.4% | -10.0% |
| 3M | +37.2% | +13.0% | +24.2% | +26.8% |
| 6M | +26.3% | +8.3% | +18.0% | +19.2% |
| YTD | -1.0% | +20.6% | -21.6% | -12.9% |
| 1Y | +20.1% | +6.5% | +13.6% | +13.0% |
| 3Y | +37.8% | +53.7% | -15.9% | +4.1% |
| 5Y | -63.7% | +72.7% | -136.3% | -73.5% |
| 10Y | +156.3% | +363.2% | -206.8% | -5.8% |
| All | +163.6% | +574.7% | -411.1% | -12.7% |
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