+358.7%
DRI vs M
-1.9%
+360.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.2% |
| 7D | +0.6% | +4.7% | -4.1% | -0.6% |
| 30D | +3.8% | -9.6% | +13.5% | +6.5% |
| 3M | +13.0% | +0.9% | +12.2% | +12.2% |
| 6M | +8.3% | +22.3% | -14.0% | +1.8% |
| YTD | +20.6% | +6.5% | +14.1% | +17.0% |
| 1Y | +6.5% | +38.8% | -32.3% | -4.2% |
| 3Y | +53.7% | +115.9% | -62.2% | +14.0% |
| 5Y | +72.7% | +28.6% | +44.0% | +36.2% |
| All | +358.7% | -1.9% | +360.6% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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