+353.6%
DRI vs DD
+64.9%
+288.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.4% |
| 7D | -4.8% | -3.8% | -1.1% | -3.1% |
| 30D | -3.9% | -9.2% | +5.3% | +0.5% |
| 3M | +5.1% | -9.0% | +14.1% | +9.4% |
| 6M | +5.5% | -5.0% | +10.5% | +6.6% |
| YTD | +16.5% | +7.4% | +9.1% | +10.0% |
| 1Y | +2.0% | +35.1% | -33.1% | -14.7% |
| 3Y | +54.5% | +43.2% | +11.3% | +19.6% |
| 5Y | +66.6% | +59.6% | +6.9% | +17.6% |
| 10Y | +353.6% | +66.5% | +287.1% | +139.1% |
| All | +353.6% | +64.9% | +288.7% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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