+358.2%
PSX vs DRI
+330.2%
+28.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +6.4% | -0.3% | +6.8% | +6.6% |
| 30D | -10.2% | +10.8% | -21.0% | -14.0% |
| 3M | +17.2% | +0.9% | +16.3% | +16.0% |
| 6M | +51.8% | +16.3% | +35.4% | +40.7% |
| YTD | +108.0% | +27.8% | +80.2% | +83.6% |
| 1Y | +96.1% | +33.9% | +62.3% | +69.4% |
| 3Y | +155.9% | +67.2% | +88.7% | +96.9% |
| 5Y | +306.9% | +79.0% | +227.9% | +195.6% |
| All | +358.2% | +330.2% | +28.0% | +132.2% |
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