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  • DLR vs DRI✓SelectedUSD · DRIDLR vs DRI performance historyLatest closeAs of+0.32%09/04
Stock and ETF performance explorer

DLR vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,595.6%
DRI return
+1,758.2%
Excess return
+1,837.4%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+0.3%-0.5%+0.9%+0.5%
7D+1.6%+0.6%+1.0%+1.4%
30D-3.4%+3.8%-7.2%-4.6%
3M+0.5%+13.0%-12.5%-3.5%
6M+4.6%+8.3%-3.8%+1.4%
YTD+23.4%+20.6%+2.8%+15.5%
1Y+19.0%+6.5%+12.6%+15.2%
3Y+56.5%+53.7%+2.8%+33.0%
5Y+33.3%+72.7%-39.4%+7.3%
10Y+165.1%+363.2%-198.0%+25.5%
All+3,595.6%+1,758.2%+1,837.4%+753.4%

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