+319.5%
DRI vs NWSA
+148.1%
+171.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.8% |
| 7D | +1.1% | +2.2% | -1.1% | +0.1% |
| 30D | +9.7% | -8.8% | +18.5% | +13.6% |
| 3M | +3.2% | -6.5% | +9.7% | +5.4% |
| 6M | +20.6% | +1.5% | +19.1% | +17.9% |
| YTD | +28.3% | +4.0% | +24.2% | +22.8% |
| 1Y | +34.5% | +3.4% | +31.1% | +29.2% |
| 3Y | +66.5% | +34.8% | +31.7% | +36.9% |
| 5Y | +79.6% | +18.4% | +61.3% | +52.8% |
| All | +319.5% | +148.1% | +171.3% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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