+353.6%
DRI vs CHD
+123.8%
+229.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.4% |
| 7D | -4.8% | -4.2% | -0.7% | -4.1% |
| 30D | -3.9% | -7.6% | +3.6% | -2.7% |
| 3M | +5.1% | -1.6% | +6.7% | +5.3% |
| 6M | +5.5% | -6.3% | +11.8% | +6.5% |
| YTD | +16.5% | +14.6% | +1.9% | +13.6% |
| 1Y | +2.0% | +1.6% | +0.4% | +1.4% |
| 3Y | +54.5% | +3.1% | +51.4% | +52.7% |
| 5Y | +66.6% | +21.1% | +45.5% | +60.3% |
| 10Y | +353.6% | +128.6% | +225.0% | +294.2% |
| All | +353.6% | +123.8% | +229.8% | +294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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