+484.0%
V vs DRI
+331.7%
+152.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.9% | +1.1% | -0.1% | +0.6% |
| 30D | +9.0% | +9.7% | -0.7% | +5.8% |
| 3M | +16.7% | +3.2% | +13.5% | +15.3% |
| 6M | +33.4% | +20.6% | +12.8% | +24.7% |
| YTD | +22.4% | +28.3% | -5.9% | +11.5% |
| 1Y | +27.7% | +34.5% | -6.9% | +14.5% |
| 3Y | +78.0% | +66.5% | +11.4% | +46.3% |
| 5Y | +108.5% | +79.6% | +28.9% | +64.8% |
| All | +484.0% | +331.7% | +152.3% | +265.1% |
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