+317.9%
DRI vs BAH
+197.5%
+120.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | +0.4% |
| 30D | +10.8% | +19.5% | -8.7% | +6.5% |
| 3M | +0.9% | +11.1% | -10.2% | -1.7% |
| 6M | +16.3% | +16.3% | 0.0% | +11.5% |
| YTD | +27.8% | +4.8% | +23.0% | +24.4% |
| 1Y | +33.9% | +4.9% | +29.0% | +30.1% |
| 3Y | +67.2% | -27.0% | +94.2% | +69.7% |
| 5Y | +79.0% | +5.7% | +73.2% | +55.7% |
| All | +317.9% | +197.5% | +120.4% | +186.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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