+163.1%
DRI vs REPL
+39.1%
+124.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.4% | +1.4% |
| 7D | +3.1% | +14.2% | -11.1% | +2.5% |
| 30D | +16.2% | +65.9% | -49.6% | +13.6% |
| 3M | +8.4% | +84.6% | -76.2% | +5.3% |
| 6M | +19.0% | +446.9% | -427.9% | +5.7% |
| YTD | +28.8% | +129.0% | -100.2% | +15.7% |
| 1Y | +33.1% | +167.9% | -134.7% | +18.3% |
| 3Y | +70.8% | +93.9% | -23.1% | +29.9% |
| 5Y | +74.2% | -33.0% | +107.2% | +45.1% |
| All | +163.1% | +39.1% | +124.0% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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