+759.9%
DRI vs PSLV
+115.4%
+644.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.8% |
| 7D | -1.2% | +2.7% | -3.9% | -1.4% |
| 30D | -0.4% | +3.5% | -3.9% | -0.7% |
| 3M | +9.5% | +0.3% | +9.2% | +9.3% |
| 6M | +6.5% | -21.0% | +27.5% | +7.7% |
| YTD | +18.4% | -8.9% | +27.3% | +17.3% |
| 1Y | +4.2% | +54.0% | -49.8% | -1.5% |
| 3Y | +57.1% | +175.4% | -118.4% | +40.3% |
| 5Y | +70.4% | +157.7% | -87.2% | +52.1% |
| 10Y | +354.0% | +184.9% | +169.1% | +288.6% |
| All | +759.9% | +115.4% | +644.5% | +580.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 all: compounded portfolio wealth divided by compounded PSLV 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…
all analysis · Full analysis span regression · 6 months rolling