+48.8%
D vs DRI
+330.2%
-281.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.7% |
| 7D | -3.1% | -0.3% | -2.7% | -3.0% |
| 30D | +8.4% | +10.8% | -2.5% | +6.9% |
| 3M | +0.2% | +0.9% | -0.7% | 0.0% |
| 6M | +9.5% | +16.3% | -6.9% | +6.9% |
| YTD | +18.8% | +27.8% | -9.0% | +14.3% |
| 1Y | +14.7% | +33.9% | -19.1% | +9.6% |
| 3Y | +72.9% | +67.2% | +5.8% | +59.5% |
| 5Y | +13.1% | +79.0% | -65.9% | +2.6% |
| All | +48.8% | +330.2% | -281.4% | +26.8% |
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