+604.7%
DG vs DRI
+1,280.7%
-676.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | +0.7% | +3.1% | -2.5% | +0.2% |
| 30D | +7.4% | +16.2% | -8.8% | +4.8% |
| 3M | +8.5% | +8.4% | +0.1% | +7.0% |
| 6M | +21.9% | +19.0% | +2.9% | +18.3% |
| YTD | +4.9% | +28.8% | -23.9% | +0.4% |
| 1Y | +40.4% | +33.1% | +7.3% | +33.6% |
| 3Y | +23.5% | +70.8% | -47.3% | +11.6% |
| 5Y | -32.3% | +74.2% | -106.5% | -39.6% |
| 10Y | +119.3% | +345.5% | -226.2% | +55.9% |
| All | +604.7% | +1,280.7% | -676.0% | +265.2% |
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