+239.8%
RF vs DRI
+343.2%
-103.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +0.3% | +4.2% | -3.9% | -1.8% |
| 30D | +6.2% | +15.7% | -9.5% | -1.7% |
| 3M | -7.8% | +5.8% | -13.6% | -11.1% |
| 6M | +5.9% | +18.4% | -12.5% | -4.3% |
| YTD | +9.0% | +28.2% | -19.2% | -6.3% |
| 1Y | +19.3% | +35.9% | -16.7% | -0.8% |
| 3Y | +116.4% | +67.7% | +48.7% | +56.7% |
| 5Y | +46.0% | +77.9% | -31.8% | +0.8% |
| 10Y | +239.8% | +338.7% | -98.9% | +29.1% |
| All | +239.8% | +343.2% | -103.4% | +29.1% |
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