+64.6%
DRI vs VSXY
+15.5%
+49.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -5.2% | -22.1% | +16.9% | -2.7% |
| 3M | +2.7% | -1.1% | +3.9% | +2.5% |
| 6M | +3.6% | +53.8% | -50.2% | -3.3% |
| YTD | +15.4% | +35.5% | -20.1% | +8.9% |
| 1Y | +1.3% | +186.0% | -184.8% | -14.0% |
| 3Y | +53.1% | +343.2% | -290.1% | +11.7% |
| 5Y | +64.6% | +19.0% | +45.6% | +51.8% |
| All | +64.6% | +15.5% | +49.0% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 5y: compounded portfolio wealth divided by compounded VSXY 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…
5y analysis · Full analysis span regression · 6 months rolling