+66.5%
DRI vs BR
+14.9%
+51.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | +9.7% | +14.4% | -4.7% | +5.9% |
| 3M | +3.2% | +12.4% | -9.2% | 0.0% |
| 6M | +20.6% | +35.4% | -14.9% | +10.7% |
| YTD | +28.3% | -12.2% | +40.4% | +34.9% |
| 1Y | +34.5% | -12.7% | +47.3% | +41.9% |
| 3Y | +66.5% | +14.3% | +52.3% | +59.0% |
| All | +66.5% | +14.9% | +51.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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