+140.2%
NI vs DRI
+353.8%
-213.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.2% |
| 7D | 0.0% | -3.2% | +3.3% | +0.6% |
| 30D | -1.4% | -7.8% | +6.4% | 0.0% |
| 3M | -10.6% | +0.4% | -10.9% | -10.8% |
| 6M | -9.3% | +4.8% | -14.1% | -10.5% |
| YTD | +1.1% | +16.7% | -15.6% | -2.4% |
| 1Y | +3.4% | +1.5% | +1.9% | +2.3% |
| 3Y | +67.9% | +56.3% | +11.6% | +51.2% |
| 5Y | +98.0% | +66.4% | +31.5% | +73.9% |
| All | +140.2% | +353.8% | -213.7% | +73.3% |
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