-10.9%
DOW vs DRI
+134.9%
-145.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | -6.0% | -4.8% | -1.2% | -4.2% |
| 30D | -2.7% | -3.9% | +1.2% | -1.4% |
| 3M | -10.5% | +5.1% | -15.6% | -12.6% |
| 6M | -12.4% | +5.5% | -17.9% | -15.4% |
| YTD | +30.0% | +16.5% | +13.6% | +20.3% |
| 1Y | +27.8% | +2.0% | +25.8% | +24.4% |
| 3Y | -34.9% | +54.5% | -89.4% | -46.7% |
| 5Y | -35.9% | +66.6% | -102.5% | -50.2% |
| All | -10.9% | +134.9% | -145.9% | -27.9% |
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