+934.6%
DRI vs CAPR
-99.1%
+1,033.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.6% |
| 3M | +13.0% | -66.4% | +79.4% | +13.5% |
| 6M | +8.3% | -63.1% | +71.4% | +8.6% |
| YTD | +20.6% | -67.4% | +88.0% | +21.0% |
| 1Y | +6.5% | +58.2% | -51.8% | +1.8% |
| 3Y | +53.7% | +42.2% | +11.5% | +44.7% |
| 5Y | +72.7% | +87.3% | -14.6% | +60.7% |
| 10Y | +363.2% | -75.3% | +438.4% | +313.4% |
| All | +934.6% | -99.1% | +1,033.7% | +852.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling