+186.6%
DLR vs DRI
+330.2%
-143.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +5.0% | -0.3% | +5.4% | +5.1% |
| 30D | +3.0% | +10.8% | -7.9% | +1.5% |
| 3M | -6.3% | +0.9% | -7.2% | -6.5% |
| 6M | -4.8% | +16.3% | -21.1% | -7.1% |
| YTD | +21.0% | +27.8% | -6.8% | +16.2% |
| 1Y | +15.1% | +33.9% | -18.7% | +9.7% |
| 3Y | +56.0% | +67.2% | -11.2% | +42.9% |
| 5Y | +39.1% | +79.0% | -39.9% | +25.3% |
| All | +186.6% | +330.2% | -143.5% | +147.2% |
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 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