+58.7%
DRI vs ACM
-21.7%
+80.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | +0.6% | -3.7% | +4.3% | +1.3% |
| 30D | +3.8% | -11.1% | +15.0% | +6.2% |
| 3M | +13.0% | -8.0% | +21.0% | +14.4% |
| 6M | +8.3% | -29.7% | +38.0% | +17.0% |
| YTD | +20.6% | -29.4% | +50.0% | +29.3% |
| 1Y | +6.5% | -46.4% | +52.9% | +23.5% |
| All | +58.7% | -21.7% | +80.3% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling