+345.2%
IR vs DRI
+240.6%
+104.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.1% |
| 7D | +5.0% | +3.1% | +1.9% | +3.6% |
| 30D | +10.3% | +16.2% | -5.9% | +3.4% |
| 3M | -0.1% | +8.4% | -8.4% | -3.9% |
| 6M | +14.8% | +19.0% | -4.2% | +5.7% |
| YTD | +9.7% | +28.8% | -19.1% | -2.4% |
| 1Y | +12.2% | +33.1% | -20.9% | -1.7% |
| 3Y | +30.0% | +70.8% | -40.8% | +0.3% |
| 5Y | +46.8% | +74.2% | -27.4% | +10.8% |
| All | +345.2% | +240.6% | +104.6% | +154.7% |
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