+218.3%
C vs DRI
+339.9%
-121.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | -5.3% | +14.7% | -20.0% | -11.4% |
| 3M | -8.0% | +5.4% | -13.5% | -10.9% |
| 6M | -0.3% | +18.8% | -19.1% | -9.4% |
| YTD | +8.6% | +28.4% | -19.7% | -5.5% |
| 1Y | +25.8% | +37.7% | -11.8% | +5.6% |
| 3Y | +221.2% | +68.0% | +153.2% | +138.6% |
| 5Y | +113.6% | +78.8% | +34.8% | +50.1% |
| 10Y | +218.3% | +334.2% | -115.8% | +35.3% |
| All | +218.3% | +339.9% | -121.6% | +35.3% |
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