+73.3%
DRI vs DAR
-11.0%
+84.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +3.8% | +12.8% | -8.9% | +1.7% |
| 3M | +13.0% | +7.4% | +5.7% | +11.2% |
| 6M | +8.3% | +22.3% | -13.9% | +3.8% |
| YTD | +20.6% | +81.1% | -60.5% | +7.4% |
| 1Y | +6.5% | +106.5% | -100.0% | -8.0% |
| 3Y | +53.7% | +5.3% | +48.4% | +49.4% |
| All | +73.3% | -11.0% | +84.2% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling