+140.4%
CI vs DRI
+350.3%
-209.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -2.0% | -1.2% | -0.8% | -1.7% |
| 30D | -1.8% | -0.4% | -1.4% | -1.8% |
| 3M | -4.2% | +9.5% | -13.7% | -7.0% |
| 6M | +2.7% | +6.5% | -3.8% | +0.3% |
| YTD | +1.9% | +18.4% | -16.5% | -3.8% |
| 1Y | -6.3% | +4.2% | -10.5% | -8.3% |
| 3Y | +3.9% | +57.1% | -53.2% | -12.0% |
| 5Y | +41.9% | +70.4% | -28.5% | +14.6% |
| 10Y | +140.4% | +354.0% | -213.7% | +42.2% |
| All | +140.4% | +350.3% | -209.9% | +42.2% |
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