+41.6%
D vs DRI
+367.2%
-325.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | +3.0% | +2.8% | +0.2% | +2.6% |
| 30D | +11.5% | +13.3% | -1.8% | +9.6% |
| 3M | +3.7% | +8.2% | -4.4% | +2.5% |
| 6M | +13.5% | +17.5% | -4.0% | +10.8% |
| YTD | +20.7% | +26.9% | -6.2% | +16.3% |
| 1Y | +18.2% | +31.6% | -13.3% | +13.3% |
| 3Y | +73.3% | +67.0% | +6.4% | +60.1% |
| 5Y | +12.3% | +72.9% | -60.6% | +2.5% |
| All | +41.6% | +367.2% | -325.5% | +31.8% |
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