+154.5%
SO vs DRI
+363.5%
-209.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.2% | +0.6% | -0.7% | -0.3% |
| 30D | -4.6% | +3.8% | -8.4% | -5.2% |
| 3M | -3.0% | +13.0% | -16.0% | -5.0% |
| 6M | -8.3% | +8.3% | -16.6% | -9.7% |
| YTD | +3.5% | +20.6% | -17.1% | 0.0% |
| 1Y | -0.9% | +6.5% | -7.4% | -2.5% |
| 3Y | +45.4% | +53.7% | -8.4% | +33.4% |
| 5Y | +59.6% | +72.7% | -13.1% | +42.0% |
| All | +154.5% | +363.5% | -209.0% | +96.7% |
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