+2,328.4%
DRI vs BG
+954.5%
+1,373.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +1.1% | +2.6% | -1.5% | +0.3% |
| 30D | +9.7% | -6.7% | +16.4% | +11.7% |
| 3M | +3.2% | -9.3% | +12.4% | +5.5% |
| 6M | +20.6% | -18.3% | +38.9% | +26.1% |
| YTD | +28.3% | +16.2% | +12.1% | +20.7% |
| 1Y | +34.5% | +7.6% | +26.9% | +29.3% |
| 3Y | +66.5% | +6.6% | +60.0% | +57.0% |
| 5Y | +79.6% | +22.2% | +57.4% | +58.2% |
| 10Y | +333.8% | +112.0% | +221.8% | +209.3% |
| All | +2,328.4% | +954.5% | +1,373.9% | +1,092.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling