+7,085.5%
DRI vs BBWI
+764.1%
+6,321.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.4% | -1.4% |
| 7D | +0.6% | +1.5% | -0.9% | 0.0% |
| 30D | +3.8% | -5.2% | +9.0% | +4.8% |
| 3M | +13.0% | +11.1% | +1.9% | +7.7% |
| 6M | +8.3% | -13.4% | +21.7% | +10.0% |
| YTD | +20.6% | +0.1% | +20.5% | +16.2% |
| 1Y | +6.5% | -36.1% | +42.6% | +15.6% |
| 3Y | +53.7% | -44.1% | +97.8% | +62.8% |
| 5Y | +72.7% | -66.2% | +138.9% | +103.6% |
| 10Y | +363.2% | -54.8% | +417.9% | +294.2% |
| All | +7,085.5% | +764.1% | +6,321.4% | +1,989.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling