+65.4%
DRI vs BRO
+17.6%
+47.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -3.2% | -7.3% | +4.1% | -0.7% |
| 30D | -7.8% | -6.9% | -1.0% | -5.6% |
| 3M | +0.4% | +10.7% | -10.3% | -3.4% |
| 6M | +4.8% | -2.7% | +7.5% | +5.2% |
| YTD | +16.7% | -16.3% | +33.1% | +23.6% |
| 1Y | +1.5% | -29.1% | +30.6% | +14.2% |
| 3Y | +56.3% | -7.8% | +64.1% | +55.1% |
| All | +65.4% | +17.6% | +47.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling