+7,546.8%
DRI vs CHD
+10,052.7%
-2,505.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +14.7% | +12.2% | +2.5% | +11.5% |
| 3M | +5.4% | +9.3% | -3.9% | +3.1% |
| 6M | +18.8% | +24.3% | -5.4% | +12.5% |
| YTD | +28.4% | +34.9% | -6.5% | +18.8% |
| 1Y | +37.7% | +32.7% | +5.0% | +27.9% |
| 3Y | +68.0% | +29.4% | +38.5% | +55.9% |
| 5Y | +78.8% | +31.7% | +47.1% | +63.6% |
| 10Y | +334.2% | +191.7% | +142.5% | +211.9% |
| All | +7,546.8% | +10,052.7% | -2,505.8% | +2,744.3% |
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