+177.5%
DLR vs DRI
+370.8%
-193.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.2% |
| 7D | +2.4% | +3.1% | -0.8% | +1.9% |
| 30D | +0.7% | +16.2% | -15.5% | -1.4% |
| 3M | -6.4% | +8.4% | -14.8% | -7.7% |
| 6M | -6.5% | +19.0% | -25.5% | -9.1% |
| YTD | +18.8% | +28.8% | -10.0% | +13.9% |
| 1Y | +9.0% | +33.1% | -24.1% | +4.0% |
| 3Y | +54.5% | +70.8% | -16.3% | +41.1% |
| 5Y | +35.8% | +74.2% | -38.4% | +22.6% |
| 10Y | +177.5% | +345.5% | -168.1% | +136.8% |
| All | +177.5% | +370.8% | -193.3% | +136.8% |
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