-37.5%
U vs DRI
+180.9%
-218.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.6% |
| 7D | +4.5% | -1.2% | +5.7% | +5.1% |
| 30D | -0.6% | -0.4% | -0.2% | -0.7% |
| 3M | +48.4% | +9.5% | +38.9% | +40.4% |
| 6M | +115.4% | +6.5% | +108.9% | +105.0% |
| YTD | -3.2% | +18.4% | -21.6% | -14.5% |
| 1Y | -6.0% | +4.2% | -10.3% | -11.0% |
| 3Y | +13.5% | +57.1% | -43.6% | -18.3% |
| 5Y | -68.0% | +70.4% | -138.4% | -78.8% |
| All | -37.5% | +180.9% | -218.4% | -58.0% |
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