+65.9%
DRI vs BG
+4.7%
+61.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.5% |
| 30D | +10.8% | -7.0% | +17.9% | +11.4% |
| 3M | +0.9% | -10.0% | +10.9% | +1.5% |
| 6M | +16.3% | -19.8% | +36.1% | +18.2% |
| YTD | +27.8% | +14.3% | +13.5% | +22.3% |
| 1Y | +33.9% | +6.5% | +27.4% | +29.5% |
| All | +65.9% | +4.7% | +61.2% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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