+317.9%
DRI vs ACM
+131.3%
+186.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -0.3% | +5.1% | -5.4% | -2.9% |
| 30D | +10.8% | +18.7% | -7.8% | +1.3% |
| 3M | +0.9% | +15.5% | -14.5% | -7.0% |
| 6M | +16.3% | +1.2% | +15.1% | +13.1% |
| YTD | +27.8% | -25.2% | +53.0% | +43.5% |
| 1Y | +33.9% | -46.3% | +80.2% | +80.7% |
| 3Y | +67.2% | -9.6% | +76.7% | +59.3% |
| 5Y | +79.0% | +4.4% | +74.6% | +51.2% |
| All | +317.9% | +131.3% | +186.6% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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