+309.3%
SPY vs DRI
+330.2%
-20.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -2.7% | +10.8% | -13.5% | -5.3% |
| 3M | -1.7% | +0.9% | -2.7% | -2.2% |
| 6M | +3.1% | +16.3% | -13.2% | -1.6% |
| YTD | +11.9% | +27.8% | -15.9% | +3.7% |
| 1Y | +12.0% | +33.9% | -21.9% | +2.4% |
| 3Y | +78.2% | +67.2% | +11.0% | +51.2% |
| 5Y | +73.2% | +79.0% | -5.8% | +42.7% |
| All | +309.3% | +330.2% | -20.8% | +176.3% |
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