+78.8%
DRI vs BAM
+81.2%
-2.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +1.1% | -2.7% | +3.7% | +1.7% |
| 30D | +9.7% | +15.5% | -5.8% | +6.1% |
| 3M | +3.2% | -6.9% | +10.0% | +4.6% |
| 6M | +20.6% | +9.9% | +10.7% | +17.4% |
| YTD | +28.3% | +1.4% | +26.9% | +26.8% |
| 1Y | +34.5% | +3.3% | +31.3% | +32.3% |
| 3Y | +66.5% | +83.6% | -17.1% | +44.4% |
| All | +78.8% | +81.2% | -2.4% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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