-1.4%
DOW vs DRI
+158.9%
-160.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | +15.7% | +14.7% | +1.0% | +9.8% |
| 3M | +5.3% | +5.4% | -0.1% | +2.6% |
| 6M | -14.2% | +18.8% | -33.0% | -20.5% |
| YTD | +43.9% | +28.4% | +15.5% | +27.8% |
| 1Y | +53.1% | +37.7% | +15.4% | +32.1% |
| 3Y | -21.8% | +68.0% | -89.8% | -38.2% |
| 5Y | -28.3% | +78.8% | -107.1% | -45.8% |
| All | -1.4% | +158.9% | -160.3% | -23.4% |
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