+982.3%
DRI vs BR
+1,321.0%
-338.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +1.1% |
| 7D | +0.6% | -5.3% | +5.9% | +3.2% |
| 30D | +3.8% | +6.4% | -2.6% | +0.4% |
| 3M | +13.0% | +13.6% | -0.6% | +5.1% |
| 6M | +8.3% | -6.7% | +15.0% | +10.4% |
| YTD | +20.6% | -21.1% | +41.7% | +33.1% |
| 1Y | +6.5% | -29.6% | +36.0% | +24.5% |
| 3Y | +53.7% | -2.4% | +56.1% | +49.0% |
| 5Y | +72.7% | +11.2% | +61.4% | +52.9% |
| 10Y | +363.2% | +191.8% | +171.4% | +142.1% |
| All | +982.3% | +1,321.0% | -338.7% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling