+323.8%
A vs DRI
+370.8%
-47.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.8% |
| 7D | +4.8% | +3.1% | +1.6% | +4.0% |
| 30D | +5.6% | +16.2% | -10.6% | +2.1% |
| 3M | +23.6% | +8.4% | +15.2% | +21.0% |
| 6M | +56.4% | +19.0% | +37.4% | +49.6% |
| YTD | +33.4% | +28.8% | +4.6% | +24.9% |
| 1Y | +23.7% | +33.1% | -9.4% | +14.9% |
| 3Y | +71.0% | +70.8% | +0.2% | +49.3% |
| 5Y | +16.8% | +74.2% | -57.4% | +0.7% |
| 10Y | +323.8% | +345.5% | -21.7% | +253.0% |
| All | +323.8% | +370.8% | -47.0% | +253.0% |
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 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