+7,574.6%
DRI vs CHD
+9,988.3%
-2,413.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | +3.1% | +0.8% | +2.3% | +2.9% |
| 30D | +16.2% | +13.5% | +2.8% | +12.7% |
| 3M | +8.4% | +8.1% | +0.2% | +6.3% |
| 6M | +19.0% | +19.9% | -0.9% | +13.6% |
| YTD | +28.8% | +34.0% | -5.2% | +19.5% |
| 1Y | +33.1% | +29.8% | +3.3% | +24.4% |
| 3Y | +70.8% | +28.7% | +42.1% | +58.8% |
| 5Y | +74.2% | +31.8% | +42.5% | +59.4% |
| 10Y | +345.5% | +178.2% | +167.3% | +224.0% |
| All | +7,574.6% | +9,988.3% | -2,413.7% | +2,759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling