+54.2%
AR vs DRI
+330.2%
-275.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | +3.1% | +10.8% | -7.7% | -0.9% |
| 3M | +3.3% | +0.9% | +2.4% | +2.4% |
| 6M | +6.6% | +16.3% | -9.8% | -0.4% |
| YTD | +12.3% | +27.8% | -15.4% | +0.1% |
| 1Y | +12.3% | +33.9% | -21.5% | -1.9% |
| 3Y | +50.4% | +67.2% | -16.7% | +18.2% |
| 5Y | +101.0% | +79.0% | +22.0% | +51.0% |
| All | +54.2% | +330.2% | -275.9% | -13.9% |
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