+82.8%
DRI vs ACM
+1.1%
+81.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | +1.1% | +5.6% | -4.6% | -0.7% |
| 30D | +9.7% | +20.8% | -11.1% | +3.4% |
| 3M | +3.2% | +11.4% | -8.2% | -0.5% |
| 6M | +20.6% | +0.9% | +19.6% | +18.9% |
| YTD | +28.3% | -24.8% | +53.1% | +39.0% |
| 1Y | +34.5% | -46.4% | +81.0% | +67.8% |
| 3Y | +66.5% | -9.2% | +75.8% | +57.0% |
| All | +82.8% | +1.1% | +81.7% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling