+317.9%
DRI vs BBWI
-48.2%
+366.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.5% | +0.4% |
| 7D | -0.3% | -4.5% | +4.2% | +1.0% |
| 30D | +10.8% | +17.1% | -6.3% | +5.7% |
| 3M | +0.9% | +17.5% | -16.6% | -4.6% |
| 6M | +16.3% | +12.8% | +3.5% | +9.7% |
| YTD | +27.8% | +8.2% | +19.6% | +20.2% |
| 1Y | +33.9% | -1.8% | +35.7% | +27.3% |
| 3Y | +67.2% | -25.8% | +93.0% | +61.4% |
| 5Y | +79.0% | -68.0% | +147.0% | +116.5% |
| All | +317.9% | -48.2% | +366.1% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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