+356.8%
ACWI vs DRI
+1,237.7%
-880.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | +2.4% | +13.0% | -10.6% | -1.9% |
| 6M | +12.4% | +8.3% | +4.1% | +8.8% |
| YTD | +15.2% | +20.6% | -5.5% | +7.5% |
| 1Y | +22.7% | +6.5% | +16.3% | +18.7% |
| 3Y | +75.8% | +53.7% | +22.1% | +48.7% |
| 5Y | +67.7% | +72.7% | -5.0% | +34.6% |
| 10Y | +229.0% | +363.2% | -134.2% | +65.9% |
| All | +356.8% | +1,237.7% | -880.9% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling