+652.6%
P vs DRI
+343.2%
+309.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -13.3% | +4.2% | -17.5% | -14.8% |
| 30D | -34.0% | +15.7% | -49.7% | -38.1% |
| 3M | +4.1% | +5.8% | -1.7% | +0.5% |
| 6M | +30.5% | +18.4% | +12.1% | +19.2% |
| YTD | +52.2% | +28.2% | +24.0% | +33.1% |
| 1Y | +10.3% | +35.9% | -25.6% | -6.4% |
| 3Y | +180.9% | +67.7% | +113.1% | +111.0% |
| 5Y | +259.7% | +77.9% | +181.8% | +158.9% |
| 10Y | +652.6% | +338.7% | +313.9% | +317.0% |
| All | +652.6% | +343.2% | +309.4% | +317.0% |
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