+296.8%
DRI vs PSKY
-85.2%
+381.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.8% |
| 7D | +9.5% | -24.6% | +34.0% | +14.0% |
| 30D | -0.2% | -36.1% | +35.9% | +6.9% |
| 3M | +27.1% | -54.8% | +81.9% | +37.3% |
| 6M | +27.1% | -54.8% | +81.9% | +37.3% |
| YTD | +27.1% | -54.8% | +81.9% | +37.3% |
| 1Y | +19.1% | -58.4% | +77.4% | +30.8% |
| 3Y | +71.6% | -40.7% | +112.3% | +55.9% |
| 5Y | +71.2% | -80.0% | +151.2% | +105.2% |
| All | +296.8% | -85.2% | +381.9% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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