+917.2%
DRI vs ACM
+233.3%
+683.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +2.8% | +5.4% | -2.6% | +0.6% |
| 30D | +13.3% | +15.1% | -1.9% | +6.8% |
| 3M | +8.2% | -10.5% | +18.6% | +12.0% |
| 6M | +17.5% | -19.7% | +37.2% | +26.2% |
| YTD | +26.9% | -28.8% | +55.7% | +41.9% |
| 1Y | +31.6% | -47.9% | +79.4% | +67.1% |
| 3Y | +67.0% | -12.4% | +79.3% | +66.3% |
| 5Y | +72.9% | +0.6% | +72.3% | +60.3% |
| 10Y | +371.3% | +161.3% | +210.1% | +192.5% |
| All | +917.2% | +233.3% | +683.9% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling