+43.8%
D vs DRI
+370.8%
-327.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.7% |
| 7D | +0.8% | +3.1% | -2.3% | +0.4% |
| 30D | +10.7% | +16.2% | -5.5% | +8.5% |
| 3M | +2.3% | +8.4% | -6.1% | +1.1% |
| 6M | +12.5% | +19.0% | -6.5% | +9.6% |
| YTD | +20.1% | +28.8% | -8.7% | +15.4% |
| 1Y | +15.6% | +33.1% | -17.6% | +10.5% |
| 3Y | +75.2% | +70.8% | +4.4% | +61.2% |
| 5Y | +14.6% | +74.2% | -59.7% | +4.4% |
| 10Y | +43.8% | +345.5% | -301.8% | +26.1% |
| All | +43.8% | +370.8% | -327.0% | +26.1% |
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