+29.7%
Q vs DRI
+18.0%
+11.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.2% | +2.6% |
| 7D | +6.7% | -1.2% | +8.0% | +6.9% |
| 30D | -10.6% | -0.4% | -10.2% | -10.7% |
| 3M | -14.6% | +9.5% | -24.1% | -16.9% |
| 6M | +12.1% | +6.5% | +5.6% | +9.6% |
| YTD | +51.3% | +18.4% | +32.8% | +39.2% |
| All | +29.7% | +18.0% | +11.7% | +15.7% |
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