+311.5%
SPY vs DRI
+350.3%
-38.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | +0.5% | -1.2% | +1.8% | +0.9% |
| 30D | -0.9% | -0.4% | -0.6% | -1.0% |
| 3M | +3.9% | +9.5% | -5.6% | +1.0% |
| 6M | +14.5% | +6.5% | +8.1% | +12.0% |
| YTD | +12.9% | +18.4% | -5.5% | +7.0% |
| 1Y | +19.4% | +4.2% | +15.1% | +16.7% |
| 3Y | +78.5% | +57.1% | +21.4% | +54.1% |
| 5Y | +81.8% | +70.4% | +11.3% | +51.7% |
| 10Y | +311.5% | +354.0% | -42.5% | +164.9% |
| All | +311.5% | +350.3% | -38.8% | +164.9% |
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