+88.1%
IT vs DRI
+343.2%
-255.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -7.5% | +4.2% | -11.7% | -8.9% |
| 30D | -1.2% | +15.7% | -16.9% | -6.2% |
| 3M | -2.2% | +5.8% | -8.0% | -4.4% |
| 6M | +19.1% | +18.4% | +0.7% | +11.5% |
| YTD | -25.1% | +28.2% | -53.3% | -32.9% |
| 1Y | -17.4% | +35.9% | -53.3% | -27.6% |
| 3Y | -54.1% | +67.7% | -121.9% | -63.8% |
| 5Y | -42.7% | +77.9% | -120.6% | -56.2% |
| 10Y | +88.1% | +338.7% | -250.5% | +3.8% |
| All | +88.1% | +343.2% | -255.1% | +3.8% |
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