+112.2%
DT vs DRI
+110.2%
+1.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.3% | +1.2% |
| 7D | -0.5% | -4.8% | +4.3% | +1.2% |
| 30D | +0.1% | -3.9% | +4.0% | +1.1% |
| 3M | +24.1% | +5.1% | +19.0% | +21.2% |
| 6M | +30.1% | +5.5% | +24.6% | +26.3% |
| YTD | +16.8% | +16.5% | +0.3% | +8.6% |
| 1Y | -0.1% | +2.0% | -2.1% | -2.7% |
| 3Y | +6.8% | +54.5% | -47.7% | -12.5% |
| 5Y | -28.4% | +66.6% | -95.0% | -43.4% |
| All | +112.2% | +110.2% | +1.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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