+54.5%
AR vs DRI
+343.2%
-288.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +3.9% |
| 7D | -5.8% | +4.2% | -10.0% | -7.3% |
| 30D | +4.8% | +15.7% | -10.9% | -0.8% |
| 3M | +1.5% | +5.8% | -4.2% | -1.1% |
| 6M | +4.7% | +18.4% | -13.7% | -2.8% |
| YTD | +9.2% | +28.2% | -19.0% | -2.7% |
| 1Y | +11.2% | +35.9% | -24.7% | -3.5% |
| 3Y | +46.2% | +67.7% | -21.5% | +14.7% |
| 5Y | +98.1% | +77.9% | +20.2% | +49.2% |
| 10Y | +54.5% | +338.7% | -284.2% | -16.2% |
| All | +54.5% | +343.2% | -288.7% | -16.2% |
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