+358.7%
DRI vs COO
+48.2%
+310.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.6% |
| 30D | +3.8% | -7.0% | +10.9% | +7.3% |
| 3M | +13.0% | +12.2% | +0.8% | +6.6% |
| 6M | +8.3% | -15.1% | +23.4% | +16.0% |
| YTD | +20.6% | -15.1% | +35.7% | +29.0% |
| 1Y | +6.5% | +2.3% | +4.1% | +3.3% |
| 3Y | +53.7% | -23.7% | +77.4% | +63.5% |
| 5Y | +72.7% | -38.9% | +111.6% | +106.1% |
| All | +358.7% | +48.2% | +310.5% | +303.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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