+221.6%
ACWI vs DRI
+343.2%
-121.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -0.2% | +4.2% | -4.4% | -1.2% |
| 30D | -3.3% | +15.7% | -19.0% | -6.8% |
| 3M | -3.4% | +5.8% | -9.2% | -5.0% |
| 6M | +0.8% | +18.4% | -17.6% | -3.9% |
| YTD | +10.7% | +28.2% | -17.5% | +3.0% |
| 1Y | +11.6% | +35.9% | -24.3% | +2.2% |
| 3Y | +73.4% | +67.7% | +5.6% | +48.4% |
| 5Y | +60.2% | +77.9% | -17.7% | +33.5% |
| 10Y | +221.6% | +338.7% | -117.1% | +121.3% |
| All | +221.6% | +343.2% | -121.7% | +121.3% |
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