+68.4%
T vs DRI
+348.4%
-280.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.4% |
| 7D | -3.1% | -4.8% | +1.7% | -2.2% |
| 30D | +4.6% | -3.9% | +8.5% | +5.3% |
| 3M | +12.2% | +5.1% | +7.1% | +11.0% |
| 6M | -6.5% | +5.5% | -12.0% | -7.7% |
| YTD | +4.9% | +16.5% | -11.6% | +1.4% |
| 1Y | -10.5% | +2.0% | -12.5% | -11.4% |
| 3Y | +104.6% | +54.5% | +50.1% | +84.3% |
| 5Y | +64.2% | +66.6% | -2.4% | +43.9% |
| 10Y | +68.4% | +353.6% | -285.2% | +18.2% |
| All | +68.4% | +348.4% | -280.0% | +18.2% |
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