+334.2%
DRI vs M
-5.1%
+339.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.7% | -3.3% | +2.6% | 0.0% |
| 30D | +14.7% | +8.1% | +6.6% | +12.2% |
| 3M | +5.4% | +2.2% | +3.2% | +4.4% |
| 6M | +18.8% | +35.1% | -16.3% | +8.7% |
| YTD | +28.4% | +15.8% | +12.5% | +21.5% |
| 1Y | +37.7% | +25.8% | +11.8% | +27.2% |
| 3Y | +68.0% | +156.2% | -88.3% | +19.0% |
| 5Y | +78.8% | -2.4% | +81.1% | +55.2% |
| 10Y | +334.2% | -7.1% | +341.3% | +134.7% |
| All | +334.2% | -5.1% | +339.3% | +134.7% |
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