+207.2%
C vs DRI
+330.2%
-123.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.1% |
| 7D | +4.7% | -0.3% | +5.1% | +4.9% |
| 30D | +0.2% | +10.8% | -10.7% | -4.6% |
| 3M | -9.3% | +0.9% | -10.2% | -10.3% |
| 6M | -0.8% | +16.3% | -17.2% | -9.0% |
| YTD | +8.5% | +27.8% | -19.3% | -5.4% |
| 1Y | +23.1% | +33.9% | -10.8% | +4.8% |
| 3Y | +220.8% | +67.2% | +153.6% | +138.9% |
| 5Y | +112.4% | +79.0% | +33.4% | +49.3% |
| All | +207.2% | +330.2% | -123.0% | +37.5% |
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