+7,085.5%
DRI vs CHD
+8,831.8%
-1,746.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | -2.7% | +3.3% | +1.2% |
| 30D | +3.8% | -4.6% | +8.5% | +5.0% |
| 3M | +13.0% | +5.0% | +8.0% | +11.6% |
| 6M | +8.3% | -3.2% | +11.5% | +8.9% |
| YTD | +20.6% | +18.6% | +2.0% | +15.2% |
| 1Y | +6.5% | +4.8% | +1.6% | +4.7% |
| 3Y | +53.7% | +6.1% | +47.6% | +49.6% |
| 5Y | +72.7% | +24.0% | +48.7% | +60.2% |
| 10Y | +363.2% | +124.5% | +238.7% | +255.3% |
| All | +7,085.5% | +8,831.8% | -1,746.3% | +2,657.7% |
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