+291.9%
C vs DRI
+363.5%
-71.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.3% |
| 30D | +0.1% | +3.8% | -3.8% | -1.9% |
| 3M | +2.4% | +13.0% | -10.6% | -4.1% |
| 6M | +24.9% | +8.3% | +16.6% | +19.0% |
| YTD | +19.8% | +20.6% | -0.8% | +7.9% |
| 1Y | +44.9% | +6.5% | +38.4% | +37.8% |
| 3Y | +263.0% | +53.7% | +209.3% | +182.6% |
| 5Y | +129.5% | +72.7% | +56.8% | +64.1% |
| All | +291.9% | +363.5% | -71.7% | +67.6% |
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