+6,954.3%
DRI vs BWA
+3,240.5%
+3,713.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.2% |
| 7D | -1.2% | +4.3% | -5.5% | -2.7% |
| 30D | -0.4% | -2.9% | +2.5% | +0.4% |
| 3M | +9.5% | -12.4% | +21.9% | +14.0% |
| 6M | +6.5% | +28.6% | -22.1% | -4.2% |
| YTD | +18.4% | +48.2% | -29.8% | -0.1% |
| 1Y | +4.2% | +50.9% | -46.7% | -13.0% |
| 3Y | +57.1% | +72.2% | -15.1% | +21.1% |
| 5Y | +70.4% | +91.1% | -20.6% | +23.4% |
| 10Y | +354.0% | +144.0% | +210.0% | +188.2% |
| All | +6,954.3% | +3,240.5% | +3,713.8% | +1,888.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling