+175.2%
SO vs DRI
+367.2%
-192.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -1.5% | +2.8% | -4.3% | -1.9% |
| 30D | +8.1% | +13.3% | -5.2% | +6.0% |
| 3M | +0.2% | +8.2% | -8.0% | -1.2% |
| 6M | +0.4% | +17.5% | -17.2% | -2.4% |
| YTD | +8.5% | +26.9% | -18.4% | +3.8% |
| 1Y | +4.9% | +31.6% | -26.6% | -0.2% |
| 3Y | +47.9% | +67.0% | -19.1% | +33.9% |
| 5Y | +75.7% | +72.9% | +2.8% | +56.5% |
| All | +175.2% | +367.2% | -192.0% | +133.4% |
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