+7,512.1%
DRI vs COO
+7,457.3%
+54.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.3% | -2.1% | +1.7% | +0.1% |
| 30D | +10.8% | +13.9% | -3.1% | +7.7% |
| 3M | +0.9% | -18.9% | +19.9% | +5.4% |
| 6M | +16.3% | +3.7% | +12.6% | +14.7% |
| YTD | +27.8% | -24.1% | +51.9% | +34.9% |
| 1Y | +33.9% | -14.2% | +48.1% | +37.4% |
| 3Y | +67.2% | -24.5% | +91.6% | +73.1% |
| 5Y | +79.0% | -40.4% | +119.4% | +93.8% |
| 10Y | +332.2% | +40.5% | +291.7% | +301.8% |
| All | +7,512.1% | +7,457.3% | +54.8% | +4,463.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling