+3,595.6%
DLR vs DRI
+1,758.2%
+1,837.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 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