+66.5%
DRI vs BBWI
-24.0%
+90.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +1.1% | +0.1% | +0.9% | +1.0% |
| 30D | +9.7% | +12.9% | -3.2% | +7.6% |
| 3M | +3.2% | +16.0% | -12.8% | +0.4% |
| 6M | +20.6% | +16.6% | +4.0% | +16.3% |
| YTD | +28.3% | +9.7% | +18.5% | +24.1% |
| 1Y | +34.5% | +1.5% | +33.0% | +31.0% |
| 3Y | +66.5% | -21.4% | +87.9% | +66.6% |
| All | +66.5% | -24.0% | +90.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling