+214.8%
B vs DRI
+331.7%
-116.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -7.3% | +1.1% | -8.4% | -7.4% |
| 30D | -3.3% | +9.7% | -13.0% | -4.0% |
| 3M | -7.8% | +3.2% | -10.9% | -8.0% |
| 6M | -15.5% | +20.6% | -36.1% | -16.8% |
| YTD | -12.3% | +28.3% | -40.5% | -14.1% |
| 1Y | +5.4% | +34.5% | -29.2% | +2.8% |
| 3Y | +165.5% | +66.5% | +99.0% | +153.1% |
| 5Y | +107.0% | +79.6% | +27.4% | +95.4% |
| All | +214.8% | +331.7% | -116.9% | +179.5% |
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