-33.9%
BAX vs DRI
+370.8%
-404.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +9.0% | +3.1% | +5.9% | +8.5% |
| 30D | +8.5% | +16.2% | -7.8% | +5.7% |
| 3M | -4.1% | +8.4% | -12.5% | -5.5% |
| 6M | +46.9% | +19.0% | +27.9% | +42.4% |
| YTD | +38.4% | +28.8% | +9.6% | +32.3% |
| 1Y | +47.0% | +33.1% | +13.9% | +39.8% |
| 3Y | -14.9% | +70.8% | -85.7% | -22.0% |
| 5Y | -62.5% | +74.2% | -136.8% | -66.0% |
| 10Y | -33.9% | +345.5% | -379.4% | -38.2% |
| All | -33.9% | +370.8% | -404.7% | -38.2% |
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