+0.1%
DOW vs DRI
+158.7%
-158.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +5.2% | +1.1% | +4.2% | +4.8% |
| 30D | +13.2% | +9.7% | +3.5% | +9.2% |
| 3M | +10.1% | +3.2% | +6.9% | +8.3% |
| 6M | -13.1% | +20.6% | -33.6% | -19.9% |
| YTD | +46.1% | +28.3% | +17.9% | +29.8% |
| 1Y | +50.0% | +34.5% | +15.5% | +30.7% |
| 3Y | -20.2% | +66.5% | -86.8% | -36.7% |
| 5Y | -27.7% | +79.6% | -107.3% | -45.4% |
| All | +0.1% | +158.7% | -158.6% | -22.2% |
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