+82.7%
O vs DRI
+343.2%
-260.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.5% | +4.2% | -0.7% | +2.1% |
| 30D | +10.4% | +15.7% | -5.3% | +5.0% |
| 3M | -2.4% | +5.8% | -8.2% | -4.6% |
| 6M | -1.2% | +18.4% | -19.6% | -7.4% |
| YTD | +10.4% | +28.2% | -17.8% | +0.1% |
| 1Y | +11.4% | +35.9% | -24.5% | -1.2% |
| 3Y | +40.4% | +67.7% | -27.4% | +12.2% |
| 5Y | +12.1% | +77.9% | -65.7% | -14.4% |
| 10Y | +82.7% | +338.7% | -256.0% | -6.2% |
| All | +82.7% | +343.2% | -260.5% | -6.2% |
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