+762.2%
DRI vs BAH
+1,056.2%
-294.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.1% |
| 7D | +2.8% | -3.5% | +6.4% | +3.6% |
| 30D | +13.3% | +24.3% | -11.0% | +8.1% |
| 3M | +8.2% | +16.3% | -8.1% | +4.5% |
| 6M | +17.5% | +13.6% | +4.0% | +13.5% |
| YTD | +26.9% | +3.5% | +23.4% | +24.0% |
| 1Y | +31.6% | +2.7% | +28.9% | +28.6% |
| 3Y | +67.0% | -26.6% | +93.5% | +69.7% |
| 5Y | +72.9% | +8.5% | +64.4% | +55.7% |
| 10Y | +371.3% | +225.1% | +146.2% | +233.2% |
| All | +762.2% | +1,056.2% | -294.1% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling