+568.6%
SE vs DRI
+225.6%
+343.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.4% | -3.6% |
| 7D | -3.6% | -4.8% | +1.2% | -2.1% |
| 30D | -5.3% | -3.9% | -1.4% | -4.2% |
| 3M | +28.1% | +5.1% | +23.0% | +25.7% |
| 6M | +20.7% | +5.5% | +15.2% | +18.0% |
| YTD | -14.8% | +16.5% | -31.3% | -19.6% |
| 1Y | -43.6% | +2.0% | -45.6% | -44.7% |
| 3Y | +184.2% | +54.5% | +129.7% | +141.1% |
| 5Y | -66.3% | +66.6% | -132.9% | -72.1% |
| All | +568.6% | +225.6% | +343.0% | +444.5% |
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