+2,319.4%
DRI vs BG
+937.2%
+1,382.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | +10.8% | -7.0% | +17.9% | +13.0% |
| 3M | +0.9% | -10.0% | +10.9% | +3.4% |
| 6M | +16.3% | -19.8% | +36.1% | +22.3% |
| YTD | +27.8% | +14.3% | +13.5% | +20.8% |
| 1Y | +33.9% | +6.5% | +27.4% | +29.0% |
| 3Y | +67.2% | +4.4% | +62.8% | +58.6% |
| 5Y | +79.0% | +20.2% | +58.8% | +58.3% |
| 10Y | +332.2% | +108.5% | +223.7% | +209.6% |
| All | +2,319.4% | +937.2% | +1,382.3% | +1,093.8% |
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 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