+78.8%
DRI vs BAM
+88.1%
-9.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +4.2% | +5.0% | -0.8% | +3.1% |
| 30D | +15.7% | +16.6% | -0.9% | +11.6% |
| 3M | +5.8% | +2.2% | +3.5% | +4.9% |
| 6M | +18.4% | +9.7% | +8.8% | +15.4% |
| YTD | +28.2% | +5.2% | +23.0% | +25.6% |
| 1Y | +35.9% | +3.9% | +32.0% | +33.4% |
| 3Y | +67.7% | +91.5% | -23.8% | +44.1% |
| All | +78.8% | +88.1% | -9.3% | +52.2% |
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