+668.0%
BE vs DRI
+167.9%
+500.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.2% |
| 7D | +10.8% | +1.1% | +9.8% | +10.2% |
| 30D | -19.8% | +9.7% | -29.5% | -24.9% |
| 3M | -18.7% | +3.2% | -21.9% | -21.6% |
| 6M | -33.7% | +20.6% | -54.3% | -43.7% |
| YTD | +121.0% | +28.3% | +92.7% | +78.1% |
| 1Y | +85.4% | +34.5% | +50.9% | +43.5% |
| 3Y | +1,709.5% | +66.5% | +1,643.0% | +1,013.2% |
| 5Y | +462.2% | +79.6% | +382.5% | +230.1% |
| All | +668.0% | +167.9% | +500.0% | +98.9% |
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