+73.6%
DRI vs BWA
+92.2%
-18.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.2% |
| 7D | +0.6% | +5.7% | -5.1% | -0.9% |
| 30D | +3.8% | +1.4% | +2.4% | +3.3% |
| 3M | +13.0% | -12.1% | +25.1% | +16.3% |
| 6M | +8.3% | +28.6% | -20.2% | -0.4% |
| YTD | +20.6% | +51.1% | -30.5% | +4.2% |
| 1Y | +6.5% | +55.9% | -49.4% | -9.2% |
| 3Y | +53.7% | +70.1% | -16.4% | +24.9% |
| All | +73.6% | +92.2% | -18.7% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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