+866.8%
DRI vs ACM
+230.8%
+636.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +0.6% | -3.7% | +4.3% | +2.2% |
| 30D | +3.8% | -11.1% | +15.0% | +8.0% |
| 3M | +13.0% | -8.0% | +21.0% | +15.5% |
| 6M | +8.3% | -29.7% | +38.0% | +22.9% |
| YTD | +20.6% | -29.4% | +50.0% | +35.5% |
| 1Y | +6.5% | -46.4% | +52.9% | +33.3% |
| 3Y | +53.7% | -22.3% | +76.1% | +61.4% |
| 5Y | +72.7% | +4.5% | +68.2% | +57.6% |
| 10Y | +363.2% | +127.6% | +235.5% | +201.7% |
| All | +866.8% | +230.8% | +636.0% | +354.0% |
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