+2,183.9%
DRI vs BG
+1,131.5%
+1,052.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +0.6% | +2.8% | -2.2% | -0.2% |
| 30D | +3.8% | +12.0% | -8.2% | +0.5% |
| 3M | +13.0% | -7.7% | +20.7% | +14.8% |
| 6M | +8.3% | +4.5% | +3.8% | +5.7% |
| YTD | +20.6% | +35.7% | -15.1% | +9.1% |
| 1Y | +6.5% | +50.1% | -43.6% | -6.8% |
| 3Y | +53.7% | +12.6% | +41.1% | +43.4% |
| 5Y | +72.7% | +75.4% | -2.8% | +37.1% |
| 10Y | +363.2% | +150.5% | +212.7% | +215.8% |
| All | +2,183.9% | +1,131.5% | +1,052.4% | +978.5% |
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