+237.8%
A vs DRI
+350.3%
-112.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -2.2% |
| 7D | -2.1% | -1.2% | -0.8% | -1.8% |
| 30D | +0.6% | -0.4% | +1.0% | +0.6% |
| 3M | +10.9% | +9.5% | +1.4% | +8.4% |
| 6M | +28.2% | +6.5% | +21.7% | +25.9% |
| YTD | +8.6% | +18.4% | -9.8% | +3.8% |
| 1Y | +15.5% | +4.2% | +11.3% | +13.5% |
| 3Y | +31.8% | +57.1% | -25.3% | +17.4% |
| 5Y | -14.9% | +70.4% | -85.3% | -26.1% |
| 10Y | +237.8% | +354.0% | -116.2% | +138.4% |
| All | +237.8% | +350.3% | -112.5% | +138.4% |
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