+2,876.0%
DELL vs DRI
+330.2%
+2,545.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +17.1% | -0.3% | +17.5% | +17.3% |
| 30D | -35.1% | +10.8% | -45.9% | -37.5% |
| 3M | -23.3% | +0.9% | -24.2% | -24.2% |
| 6M | +55.8% | +16.3% | +39.5% | +45.9% |
| YTD | +198.0% | +27.8% | +170.2% | +167.9% |
| 1Y | +166.6% | +33.9% | +132.7% | +135.3% |
| 3Y | +427.6% | +67.2% | +360.4% | +322.7% |
| 5Y | +630.6% | +79.0% | +551.7% | +464.9% |
| All | +2,876.0% | +330.2% | +2,545.8% | +1,652.7% |
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