+95.1%
F vs DRI
+363.5%
-268.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +5.3% | +0.6% | +4.8% | +5.0% |
| 30D | +4.6% | +3.8% | +0.7% | +2.7% |
| 3M | -3.7% | +13.0% | -16.7% | -9.2% |
| 6M | +16.8% | +8.3% | +8.5% | +11.9% |
| YTD | +15.3% | +20.6% | -5.3% | +4.9% |
| 1Y | +31.0% | +6.5% | +24.6% | +25.5% |
| 3Y | +45.4% | +53.7% | -8.3% | +15.6% |
| 5Y | +54.7% | +72.7% | -18.0% | +15.9% |
| All | +95.1% | +363.5% | -268.4% | -8.3% |
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