+207.0%
C vs DRI
+331.7%
-124.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | +4.2% | +1.1% | +3.1% | +3.7% |
| 30D | +2.0% | +9.7% | -7.7% | -2.4% |
| 3M | -10.1% | +3.2% | -13.3% | -12.0% |
| 6M | +1.0% | +20.6% | -19.6% | -8.9% |
| YTD | +8.5% | +28.3% | -19.8% | -5.6% |
| 1Y | +25.7% | +34.5% | -8.8% | +6.8% |
| 3Y | +216.0% | +66.5% | +149.5% | +135.9% |
| 5Y | +112.3% | +79.6% | +32.7% | +48.9% |
| All | +207.0% | +331.7% | -124.7% | +37.2% |
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