+130.2%
SRE vs DRI
+331.7%
-201.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.5% |
| 30D | -3.0% | +9.7% | -12.7% | -5.1% |
| 3M | -7.3% | +3.2% | -10.4% | -8.2% |
| 6M | -11.9% | +20.6% | -32.5% | -16.1% |
| YTD | -7.9% | +28.3% | -36.1% | -13.9% |
| 1Y | -11.1% | +34.5% | -45.7% | -18.0% |
| 3Y | +24.8% | +66.5% | -41.7% | +8.1% |
| 5Y | +52.4% | +79.6% | -27.3% | +27.7% |
| All | +130.2% | +331.7% | -201.6% | +64.4% |
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