+220.1%
C vs DRI
+370.8%
-150.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +0.9% | +1.7% |
| 7D | -0.9% | +3.1% | -4.0% | -2.4% |
| 30D | -5.4% | +16.2% | -21.6% | -12.0% |
| 3M | -9.2% | +8.4% | -17.5% | -13.2% |
| 6M | -1.8% | +19.0% | -20.8% | -10.9% |
| YTD | +6.7% | +28.8% | -22.1% | -7.4% |
| 1Y | +23.5% | +33.1% | -9.6% | +5.4% |
| 3Y | +219.8% | +70.8% | +149.0% | +135.7% |
| 5Y | +112.4% | +74.2% | +38.2% | +51.3% |
| 10Y | +220.1% | +345.5% | -125.4% | +33.3% |
| All | +220.1% | +370.8% | -150.7% | +33.3% |
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