-49.3%
COMP vs DRI
+91.3%
-140.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.8% | +11.3% |
| 7D | +13.4% | +2.8% | +10.6% | +11.7% |
| 30D | +11.1% | +13.3% | -2.2% | +3.4% |
| 3M | -18.8% | +8.2% | -27.0% | -22.9% |
| 6M | +10.5% | +17.5% | -7.0% | -0.6% |
| YTD | -3.4% | +26.9% | -30.3% | -17.9% |
| 1Y | +19.7% | +31.6% | -11.9% | -1.1% |
| 3Y | +381.6% | +67.0% | +314.6% | +214.4% |
| 5Y | -17.6% | +72.9% | -90.5% | -51.7% |
| All | -49.3% | +91.3% | -140.6% | -71.1% |
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