+58.7%
DRI vs CAPR
+40.5%
+18.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | +3.8% | +139.2% | -135.3% | +3.2% |
| 3M | +13.0% | -66.4% | +79.4% | +13.2% |
| 6M | +8.3% | -63.1% | +71.4% | +8.4% |
| YTD | +20.6% | -67.4% | +88.0% | +20.8% |
| 1Y | +6.5% | +58.2% | -51.8% | +3.5% |
| All | +58.7% | +40.5% | +18.2% | +48.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling