+266.6%
EW vs DRI
+330.2%
-63.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +4.9% | -0.3% | +5.3% | +5.0% |
| 30D | +24.1% | +10.8% | +13.2% | +20.8% |
| 3M | +13.7% | +0.9% | +12.8% | +13.2% |
| 6M | +32.7% | +16.3% | +16.4% | +27.0% |
| YTD | +24.1% | +27.8% | -3.7% | +15.4% |
| 1Y | +23.6% | +33.9% | -10.2% | +13.4% |
| 3Y | +64.8% | +67.2% | -2.4% | +39.4% |
| 5Y | -8.8% | +79.0% | -87.8% | -25.3% |
| All | +266.6% | +330.2% | -63.6% | +148.0% |
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