+338.7%
DRI vs CAPR
-68.2%
+406.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.9% | +9.5% | -0.3% |
| 7D | +4.2% | +7.6% | -3.4% | +4.1% |
| 30D | +15.7% | +13.3% | +2.4% | +15.3% |
| 3M | +5.8% | +130.4% | -124.6% | +3.4% |
| 6M | +18.4% | -70.8% | +89.2% | +19.4% |
| YTD | +28.2% | -69.3% | +97.5% | +28.9% |
| 1Y | +35.9% | +59.5% | -23.6% | +25.3% |
| 3Y | +67.7% | +216.8% | -149.0% | +44.9% |
| 5Y | +77.9% | +152.7% | -74.8% | +51.6% |
| 10Y | +338.7% | -68.2% | +406.9% | +237.5% |
| All | +338.7% | -68.2% | +406.9% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling