+74.1%
DRI vs COO
-41.6%
+115.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +2.8% | +4.7% | -1.9% | +1.5% |
| 30D | +13.3% | +13.9% | -0.6% | +9.3% |
| 3M | +8.2% | -14.9% | +23.1% | +12.6% |
| 6M | +17.5% | +2.0% | +15.5% | +16.0% |
| YTD | +26.9% | -23.9% | +50.8% | +35.7% |
| 1Y | +31.6% | -9.6% | +41.2% | +33.9% |
| 3Y | +67.0% | -25.4% | +92.4% | +73.3% |
| All | +74.1% | -41.6% | +115.7% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling