+641.7%
BE vs DRI
+167.8%
+473.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.0% |
| 7D | -13.4% | +4.2% | -17.6% | -15.9% |
| 30D | -33.9% | +15.7% | -49.6% | -40.4% |
| 3M | -12.0% | +5.8% | -17.7% | -16.4% |
| 6M | -29.0% | +18.4% | -47.4% | -39.0% |
| YTD | +113.4% | +28.2% | +85.2% | +72.0% |
| 1Y | +33.2% | +35.9% | -2.7% | +2.4% |
| 3Y | +1,659.2% | +67.7% | +1,591.5% | +975.9% |
| 5Y | +461.4% | +77.9% | +383.5% | +231.9% |
| All | +641.7% | +167.8% | +473.9% | +92.2% |
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