+369.0%
ALL vs DRI
+339.9%
+29.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.6% | -0.7% | -1.8% | -2.4% |
| 30D | +12.7% | +14.7% | -2.0% | +8.6% |
| 3M | +0.4% | +5.4% | -5.0% | -1.3% |
| 6M | +23.8% | +18.8% | +5.0% | +17.5% |
| YTD | +27.8% | +28.4% | -0.6% | +18.2% |
| 1Y | +28.9% | +37.7% | -8.8% | +16.8% |
| 3Y | +113.9% | +68.0% | +45.9% | +80.2% |
| 5Y | +157.4% | +78.8% | +78.6% | +109.8% |
| 10Y | +369.0% | +334.2% | +34.8% | +190.2% |
| All | +369.0% | +339.9% | +29.1% | +190.2% |
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