+354.0%
DRI vs ACM
+128.0%
+226.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -0.4% | -12.9% | +12.5% | +5.7% |
| 3M | +9.5% | -6.4% | +15.9% | +11.4% |
| 6M | +6.5% | -29.2% | +35.7% | +24.4% |
| YTD | +18.4% | -29.9% | +48.4% | +37.5% |
| 1Y | +4.2% | -47.3% | +51.5% | +40.0% |
| 3Y | +57.1% | -19.6% | +76.7% | +60.4% |
| 5Y | +70.4% | +5.5% | +64.9% | +43.3% |
| 10Y | +354.0% | +129.7% | +224.3% | +136.2% |
| All | +354.0% | +128.0% | +226.1% | +136.2% |
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