+354.0%
DRI vs DAR
+367.0%
-13.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.8% | -2.8% |
| 7D | -1.2% | -0.9% | -0.4% | -1.0% |
| 30D | -0.4% | +13.0% | -13.4% | -4.6% |
| 3M | +9.5% | +15.0% | -5.5% | +3.6% |
| 6M | +6.5% | +26.8% | -20.4% | -3.2% |
| YTD | +18.4% | +86.4% | -68.0% | -5.9% |
| 1Y | +4.2% | +115.1% | -110.9% | -22.0% |
| 3Y | +57.1% | +14.6% | +42.5% | +40.3% |
| 5Y | +70.4% | -8.8% | +79.2% | +56.5% |
| 10Y | +354.0% | +356.5% | -2.5% | +85.8% |
| All | +354.0% | +367.0% | -13.0% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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