+535.7%
ON vs DRI
+343.2%
+192.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -4.1% | +4.2% | -8.3% | -6.6% |
| 30D | -10.2% | +15.7% | -25.9% | -18.2% |
| 3M | -12.7% | +5.8% | -18.5% | -16.6% |
| 6M | -32.5% | +18.4% | -51.0% | -40.9% |
| YTD | +28.6% | +28.2% | +0.3% | +6.1% |
| 1Y | +43.4% | +35.9% | +7.5% | +13.9% |
| 3Y | +3.3% | +67.7% | -64.4% | -30.1% |
| 5Y | +22.5% | +77.9% | -55.4% | -19.9% |
| 10Y | +535.7% | +338.7% | +197.0% | +141.1% |
| All | +535.7% | +343.2% | +192.5% | +141.1% |
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