+102.2%
DG vs DRI
+348.4%
-246.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -0.9% | -2.4% |
| 7D | -4.8% | -4.8% | 0.0% | -4.2% |
| 30D | +1.8% | -3.9% | +5.7% | +2.2% |
| 3M | +14.5% | +5.1% | +9.4% | +13.7% |
| 6M | -13.6% | +5.5% | -19.1% | -14.2% |
| YTD | -4.8% | +16.5% | -21.3% | -6.7% |
| 1Y | +21.6% | +2.0% | +19.6% | +20.9% |
| 3Y | +4.5% | +54.5% | -50.0% | -1.7% |
| 5Y | -38.5% | +66.6% | -105.1% | -43.0% |
| 10Y | +102.2% | +353.6% | -251.4% | +61.3% |
| All | +102.2% | +348.4% | -246.2% | +61.3% |
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