+3,653.2%
FIX vs DRI
+367.2%
+3,286.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.0% | +6.5% | +5.8% |
| 7D | -17.5% | +2.8% | -20.3% | -18.6% |
| 30D | -41.6% | +13.3% | -54.8% | -44.4% |
| 3M | -40.6% | +8.2% | -48.8% | -42.7% |
| 6M | -49.4% | +17.5% | -66.9% | -53.1% |
| YTD | +9.2% | +26.9% | -17.7% | -2.0% |
| 1Y | +6.5% | +31.6% | -25.1% | -6.0% |
| 3Y | +448.7% | +67.0% | +381.8% | +334.3% |
| 5Y | +948.7% | +72.9% | +875.8% | +709.1% |
| All | +3,653.2% | +367.2% | +3,286.0% | +1,832.2% |
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