+368.4%
ALL vs DRI
+343.2%
+25.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | -0.1% | +4.2% | -4.4% | -1.3% |
| 30D | +13.8% | +15.7% | -1.9% | +9.4% |
| 3M | -2.8% | +5.8% | -8.5% | -4.5% |
| 6M | +23.7% | +18.4% | +5.2% | +17.5% |
| YTD | +27.3% | +28.2% | -0.9% | +17.8% |
| 1Y | +30.5% | +35.9% | -5.4% | +18.7% |
| 3Y | +113.0% | +67.7% | +45.3% | +79.5% |
| 5Y | +157.6% | +77.9% | +79.7% | +110.3% |
| 10Y | +368.4% | +338.7% | +29.7% | +187.9% |
| All | +368.4% | +343.2% | +25.1% | +187.9% |
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