+82.8%
DRI vs COO
-40.4%
+123.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +9.7% | +14.2% | -4.5% | +5.8% |
| 3M | +3.2% | -18.2% | +21.4% | +8.6% |
| 6M | +20.6% | +5.3% | +15.2% | +17.9% |
| YTD | +28.3% | -23.6% | +51.8% | +37.0% |
| 1Y | +34.5% | -12.7% | +47.2% | +38.3% |
| 3Y | +66.5% | -24.2% | +90.7% | +71.8% |
| All | +82.8% | -40.4% | +123.1% | +110.3% |
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