+65.2%
PR vs DRI
+367.2%
-302.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | -16.4% | +2.8% | -19.2% | -17.7% |
| 30D | -1.9% | +13.3% | -15.1% | -8.0% |
| 3M | +8.0% | +8.2% | -0.2% | +2.9% |
| 6M | +4.1% | +17.5% | -13.4% | -5.6% |
| YTD | +58.7% | +26.9% | +31.8% | +36.6% |
| 1Y | +75.8% | +31.6% | +44.3% | +48.0% |
| 3Y | +73.2% | +67.0% | +6.2% | +24.8% |
| 5Y | +230.1% | +72.9% | +157.2% | +127.4% |
| All | +65.2% | +367.2% | -302.0% | -7.1% |
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