+3,759.0%
FIX vs DRI
+339.9%
+3,419.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | +6.4% | -0.7% | +7.2% | +6.8% |
| 30D | -29.1% | +14.7% | -43.8% | -32.8% |
| 3M | -31.1% | +5.4% | -36.6% | -32.9% |
| 6M | -42.8% | +18.8% | -61.6% | -47.1% |
| YTD | +24.6% | +28.4% | -3.7% | +11.5% |
| 1Y | +21.9% | +37.7% | -15.7% | +6.0% |
| 3Y | +524.9% | +68.0% | +457.0% | +394.5% |
| 5Y | +1,092.2% | +78.8% | +1,013.4% | +810.6% |
| 10Y | +3,759.0% | +334.2% | +3,424.9% | +2,070.4% |
| All | +3,759.0% | +339.9% | +3,419.2% | +2,070.4% |
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