+7,085.5%
DRI vs COO
+8,356.5%
-1,271.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.6% | -2.2% | +2.8% | +1.1% |
| 30D | +3.8% | -7.0% | +10.9% | +5.5% |
| 3M | +13.0% | +12.2% | +0.8% | +10.0% |
| 6M | +8.3% | -15.1% | +23.4% | +12.0% |
| YTD | +20.6% | -15.1% | +35.7% | +24.7% |
| 1Y | +6.5% | +2.3% | +4.1% | +5.2% |
| 3Y | +53.7% | -23.7% | +77.4% | +59.3% |
| 5Y | +72.7% | -38.9% | +111.6% | +86.4% |
| 10Y | +363.2% | +49.9% | +313.2% | +324.7% |
| All | +7,085.5% | +8,356.5% | -1,271.0% | +4,116.9% |
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