+3,800.0%
FIX vs DRI
+370.8%
+3,429.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.5% | +7.9% | +8.9% |
| 7D | -7.2% | +3.1% | -10.4% | -8.6% |
| 30D | -35.1% | +16.2% | -51.4% | -38.8% |
| 3M | -34.3% | +8.4% | -42.6% | -36.6% |
| 6M | -42.9% | +19.0% | -61.9% | -47.3% |
| YTD | +19.5% | +28.8% | -9.4% | +6.7% |
| 1Y | +16.8% | +33.1% | -16.4% | +2.8% |
| 3Y | +506.7% | +70.8% | +435.9% | +377.0% |
| 5Y | +1,046.7% | +74.2% | +972.5% | +783.7% |
| 10Y | +3,800.0% | +345.5% | +3,454.5% | +2,059.5% |
| All | +3,800.0% | +370.8% | +3,429.2% | +2,059.5% |
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