-49.3%
COMP vs DRI
+93.3%
-142.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +16.6% | +9.7% | +6.9% | +10.6% |
| 3M | -23.5% | +3.2% | -26.7% | -25.1% |
| 6M | +25.7% | +20.6% | +5.2% | +11.6% |
| YTD | -3.4% | +28.3% | -31.7% | -18.4% |
| 1Y | +7.6% | +34.5% | -27.0% | -12.2% |
| 3Y | +423.6% | +66.5% | +357.1% | +243.6% |
| 5Y | -10.6% | +79.6% | -90.2% | -48.2% |
| All | -49.3% | +93.3% | -142.6% | -71.3% |
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