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  • D vs DRI✓SelectedUSD · DRID vs DRI performance historyLatest closeAs of-1.42%09/04
Stock and ETF performance explorer

D vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,376.2%
DRI return
+7,577.6%
Excess return
-6,201.4%
Maximum drawdown
-52.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D-1.4%-0.5%-0.9%-1.3%
7D+0.4%+0.6%-0.1%+0.4%
30D-3.6%+3.8%-7.4%-4.1%
3M-1.0%+13.0%-14.0%-2.8%
6M+6.3%+8.3%-2.0%+4.8%
YTD+14.7%+20.6%-5.9%+11.3%
1Y+16.9%+6.5%+10.5%+15.3%
3Y+56.8%+53.7%+3.1%+46.2%
5Y+5.2%+72.7%-67.5%-4.3%
10Y+35.9%+363.2%-327.3%+2.7%
All+1,376.2%+7,577.6%-6,201.4%+688.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling