+886.2%
TER vs DRI
+367.2%
+519.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -20.5% | +2.8% | -23.3% | -21.4% |
| 30D | -47.0% | +13.3% | -60.3% | -49.7% |
| 3M | -43.3% | +8.2% | -51.5% | -45.6% |
| 6M | -42.9% | +17.5% | -60.5% | -47.5% |
| YTD | +12.9% | +26.9% | -14.0% | +0.6% |
| 1Y | +18.2% | +31.6% | -13.4% | +3.7% |
| 3Y | +151.8% | +67.0% | +84.8% | +98.8% |
| 5Y | +54.2% | +72.9% | -18.7% | +19.6% |
| All | +886.2% | +367.2% | +519.0% | +488.3% |
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