+308.7%
A vs DRI
+343.2%
-34.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | +1.4% | +4.2% | -2.8% | +0.4% |
| 30D | +4.3% | +15.7% | -11.4% | +0.9% |
| 3M | +19.8% | +5.8% | +14.0% | +17.9% |
| 6M | +54.4% | +18.4% | +35.9% | +47.8% |
| YTD | +31.7% | +28.2% | +3.5% | +23.5% |
| 1Y | +22.4% | +35.9% | -13.5% | +13.2% |
| 3Y | +67.7% | +67.7% | -0.1% | +47.0% |
| 5Y | +15.7% | +77.9% | -62.1% | -0.6% |
| 10Y | +308.7% | +338.7% | -30.0% | +241.6% |
| All | +308.7% | +343.2% | -34.5% | +241.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling