+583.4%
DG vs DRI
+1,192.7%
-609.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +8.4% | +0.6% | +7.8% | +8.3% |
| 30D | +4.9% | +3.8% | +1.1% | +4.2% |
| 3M | +29.3% | +13.0% | +16.3% | +26.6% |
| 6M | -11.3% | +8.3% | -19.6% | -12.6% |
| YTD | +1.8% | +20.6% | -18.9% | -1.6% |
| 1Y | +25.3% | +6.5% | +18.9% | +23.5% |
| 3Y | +9.1% | +53.7% | -44.6% | +0.3% |
| 5Y | -34.9% | +72.7% | -107.6% | -41.8% |
| 10Y | +108.2% | +363.2% | -255.0% | +44.8% |
| All | +583.4% | +1,192.7% | -609.3% | +257.9% |
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