+345.5%
DRI vs ACM
+147.1%
+198.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | -1.1% |
| 7D | +3.1% | +6.9% | -3.8% | -0.4% |
| 30D | +16.2% | +19.1% | -2.8% | +6.2% |
| 3M | +8.4% | -6.9% | +15.3% | +10.9% |
| 6M | +19.0% | -12.0% | +31.0% | +24.0% |
| YTD | +28.8% | -25.1% | +54.0% | +44.4% |
| 1Y | +33.1% | -45.4% | +78.6% | +77.3% |
| 3Y | +70.8% | -6.9% | +77.7% | +60.2% |
| 5Y | +74.2% | +3.7% | +70.5% | +48.6% |
| 10Y | +345.5% | +135.8% | +209.7% | +126.3% |
| All | +345.5% | +147.1% | +198.4% | +126.3% |
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