+851.5%
DE vs DRI
+353.8%
+497.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.7% |
| 7D | -2.6% | -3.2% | +0.7% | -1.5% |
| 30D | +9.0% | -7.8% | +16.8% | +12.0% |
| 3M | +19.1% | +0.4% | +18.8% | +18.6% |
| 6M | +14.4% | +4.8% | +9.6% | +11.8% |
| YTD | +45.9% | +16.7% | +29.2% | +36.9% |
| 1Y | +43.6% | +1.5% | +42.1% | +40.9% |
| 3Y | +75.9% | +56.3% | +19.6% | +46.4% |
| 5Y | +98.8% | +66.4% | +32.3% | +59.1% |
| All | +851.5% | +353.8% | +497.6% | +439.2% |
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