+346.5%
RF vs DRI
+361.6%
-15.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.0% |
| 30D | -3.6% | +3.8% | -7.5% | -5.8% |
| 3M | +8.1% | +13.0% | -4.9% | +0.6% |
| 6M | +11.5% | +8.3% | +3.2% | +5.7% |
| YTD | +15.6% | +20.6% | -5.0% | +3.0% |
| 1Y | +15.7% | +6.5% | +9.2% | +9.5% |
| 3Y | +86.9% | +53.7% | +33.2% | +42.3% |
| 5Y | +89.8% | +72.7% | +17.1% | +33.0% |
| All | +346.5% | +361.6% | -15.1% | +70.4% |
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