+68.2%
DRI vs BAM
+78.0%
-9.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +3.8% | -2.9% | +6.8% | +4.4% |
| 3M | +13.0% | +9.4% | +3.6% | +10.4% |
| 6M | +8.3% | +10.8% | -2.4% | +5.3% |
| YTD | +20.6% | -0.4% | +21.1% | +19.8% |
| 1Y | +6.5% | -10.9% | +17.3% | +8.2% |
| 3Y | +53.7% | +61.3% | -7.5% | +36.4% |
| All | +68.2% | +78.0% | -9.8% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling