+36.6%
DIS vs DRI
+370.8%
-334.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.5% |
| 7D | +5.3% | +3.1% | +2.2% | +4.1% |
| 30D | +10.2% | +16.2% | -6.0% | +4.1% |
| 3M | +13.5% | +8.4% | +5.2% | +9.7% |
| 6M | +11.1% | +19.0% | -7.9% | +3.4% |
| YTD | +5.5% | +28.8% | -23.3% | -5.4% |
| 1Y | +9.1% | +33.1% | -24.0% | -3.6% |
| 3Y | +36.0% | +70.8% | -34.8% | +7.0% |
| 5Y | -29.8% | +74.2% | -104.1% | -45.9% |
| 10Y | +36.6% | +345.5% | -308.9% | -23.8% |
| All | +36.6% | +370.8% | -334.2% | -23.8% |
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