+7,460.3%
DRI vs BWA
+2,360.8%
+5,099.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.9% |
| 7D | +2.8% | -5.5% | +8.3% | +4.7% |
| 30D | +13.3% | -21.7% | +35.0% | +22.9% |
| 3M | +8.2% | -25.6% | +33.8% | +18.9% |
| 6M | +17.5% | -17.4% | +35.0% | +23.2% |
| YTD | +26.9% | +9.2% | +17.7% | +18.4% |
| 1Y | +31.6% | +9.7% | +21.8% | +22.4% |
| 3Y | +67.0% | +54.6% | +12.3% | +33.2% |
| 5Y | +72.9% | +26.8% | +46.1% | +44.1% |
| 10Y | +371.3% | +89.0% | +282.3% | +225.9% |
| All | +7,460.3% | +2,360.8% | +5,099.6% | +2,256.0% |
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