+3,553.2%
FIX vs DRI
+331.7%
+3,221.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +9.4% | +1.1% | +8.4% | +9.1% |
| 30D | -27.8% | +9.7% | -37.5% | -30.4% |
| 3M | -35.6% | +3.2% | -38.7% | -36.7% |
| 6M | -45.2% | +20.6% | -65.8% | -49.6% |
| YTD | +19.5% | +28.3% | -8.8% | +6.9% |
| 1Y | +24.2% | +34.5% | -10.3% | +9.0% |
| 3Y | +494.2% | +66.5% | +427.6% | +371.6% |
| 5Y | +1,036.1% | +79.6% | +956.5% | +766.3% |
| All | +3,553.2% | +331.7% | +3,221.5% | +1,987.6% |
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