+1,001.8%
TER vs DRI
+370.8%
+631.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.5% | +11.2% | +12.2% |
| 7D | -5.8% | +3.1% | -8.9% | -6.9% |
| 30D | -38.9% | +16.2% | -55.2% | -42.5% |
| 3M | -35.1% | +8.4% | -43.5% | -37.7% |
| 6M | -31.6% | +19.0% | -50.6% | -37.3% |
| YTD | +27.2% | +28.8% | -1.6% | +12.8% |
| 1Y | +35.2% | +33.1% | +2.1% | +18.2% |
| 3Y | +192.8% | +70.8% | +122.0% | +129.3% |
| 5Y | +72.4% | +74.2% | -1.8% | +33.3% |
| 10Y | +1,001.8% | +345.5% | +656.3% | +551.5% |
| All | +1,001.8% | +370.8% | +631.1% | +551.5% |
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