+226.7%
ACWI vs DRI
+361.6%
-134.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +0.9% | +3.8% | -3.0% | -0.2% |
| 3M | +2.4% | +13.0% | -10.6% | -1.0% |
| 6M | +12.4% | +8.3% | +4.1% | +9.6% |
| YTD | +15.2% | +20.6% | -5.5% | +9.0% |
| 1Y | +22.7% | +6.5% | +16.3% | +19.6% |
| 3Y | +75.8% | +53.7% | +22.1% | +54.0% |
| 5Y | +67.7% | +72.7% | -5.0% | +40.9% |
| All | +226.7% | +361.6% | -134.9% | +115.4% |
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