+78.7%
PR vs DRI
+339.9%
-261.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.6% | +2.7% |
| 7D | -0.5% | -0.7% | +0.2% | -0.2% |
| 30D | -4.6% | +14.7% | -19.3% | -11.1% |
| 3M | +4.7% | +5.4% | -0.7% | +1.0% |
| 6M | +12.4% | +18.8% | -6.4% | +1.4% |
| YTD | +62.9% | +28.4% | +34.5% | +39.3% |
| 1Y | +70.6% | +37.7% | +32.9% | +40.3% |
| 3Y | +90.0% | +68.0% | +22.1% | +36.4% |
| 5Y | +255.5% | +78.8% | +176.7% | +140.2% |
| 10Y | +78.7% | +334.2% | -255.4% | -1.8% |
| All | +78.7% | +339.9% | -261.1% | -1.8% |
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