+755.9%
DE vs DRI
+331.7%
+424.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | +3.6% | +9.7% | -6.1% | +0.3% |
| 3M | +10.2% | +3.2% | +7.1% | +8.8% |
| 6M | +16.6% | +20.6% | -4.0% | +8.5% |
| YTD | +45.8% | +28.3% | +17.6% | +32.2% |
| 1Y | +43.9% | +34.5% | +9.4% | +28.1% |
| 3Y | +89.6% | +66.5% | +23.1% | +54.2% |
| 5Y | +100.3% | +79.6% | +20.7% | +56.2% |
| All | +755.9% | +331.7% | +424.2% | +383.2% |
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