+772.0%
DRI vs BAH
+1,077.1%
-305.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | +14.7% | +18.0% | -3.3% | +10.7% |
| 3M | +5.4% | +11.4% | -6.0% | +2.8% |
| 6M | +18.8% | +17.7% | +1.1% | +13.9% |
| YTD | +28.4% | +5.4% | +23.0% | +24.9% |
| 1Y | +37.7% | +2.8% | +34.9% | +34.6% |
| 3Y | +68.0% | -26.7% | +94.6% | +71.0% |
| 5Y | +78.8% | +8.1% | +70.7% | +61.4% |
| 10Y | +334.2% | +202.5% | +131.6% | +210.8% |
| All | +772.0% | +1,077.1% | -305.0% | +390.6% |
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