-37.1%
BAX vs DRI
+350.3%
-387.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -1.9% | -3.4% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -9.7% | -0.4% | -9.3% | -9.7% |
| 3M | +29.3% | +9.5% | +19.7% | +27.2% |
| 6M | +40.7% | +6.5% | +34.2% | +38.9% |
| YTD | +30.3% | +18.4% | +11.9% | +26.5% |
| 1Y | +3.4% | +4.2% | -0.8% | +2.3% |
| 3Y | -32.0% | +57.1% | -89.1% | -36.7% |
| 5Y | -66.9% | +70.4% | -137.3% | -69.7% |
| 10Y | -37.1% | +354.0% | -391.1% | -42.6% |
| All | -37.1% | +350.3% | -387.4% | -42.6% |
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