+7,460.3%
DRI vs BBWI
+846.0%
+6,614.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.2% | 0.0% |
| 7D | +2.8% | -6.2% | +9.0% | +4.8% |
| 30D | +13.3% | +19.9% | -6.7% | +6.8% |
| 3M | +8.2% | +7.1% | +1.0% | +4.5% |
| 6M | +17.5% | +13.7% | +3.9% | +10.0% |
| YTD | +26.9% | +9.6% | +17.3% | +18.2% |
| 1Y | +31.6% | -1.6% | +33.2% | +24.3% |
| 3Y | +67.0% | -25.9% | +92.8% | +60.8% |
| 5Y | +72.9% | -67.8% | +140.7% | +107.0% |
| 10Y | +371.3% | -43.5% | +414.8% | +271.4% |
| All | +7,460.3% | +846.0% | +6,614.3% | +2,023.9% |
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