+1,050.8%
DRI vs BR
+1,481.8%
-431.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.1% |
| 7D | +1.1% | +1.1% | 0.0% | +0.5% |
| 30D | +9.7% | +14.4% | -4.7% | +2.6% |
| 3M | +3.2% | +12.4% | -9.2% | -2.9% |
| 6M | +20.6% | +35.4% | -14.9% | +2.3% |
| YTD | +28.3% | -12.2% | +40.4% | +34.0% |
| 1Y | +34.5% | -12.7% | +47.3% | +41.1% |
| 3Y | +66.5% | +14.3% | +52.3% | +49.1% |
| 5Y | +79.6% | +19.3% | +60.4% | +54.1% |
| 10Y | +333.8% | +278.1% | +55.6% | +99.4% |
| All | +1,050.8% | +1,481.8% | -431.0% | +119.9% |
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