+151.7%
EXC vs DRI
+363.5%
-211.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.1% |
| 30D | -3.7% | +3.8% | -7.6% | -4.6% |
| 3M | -1.3% | +13.0% | -14.3% | -4.2% |
| 6M | -9.7% | +8.3% | -18.0% | -11.7% |
| YTD | +2.9% | +20.6% | -17.7% | -2.1% |
| 1Y | +4.4% | +6.5% | -2.1% | +2.0% |
| 3Y | +22.2% | +53.7% | -31.5% | +7.6% |
| 5Y | +46.7% | +72.7% | -26.0% | +23.3% |
| All | +151.7% | +363.5% | -211.8% | +66.5% |
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