+64.6%
DRI vs DGX
+59.5%
+5.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | -4.8% | -3.5% | -1.4% | -4.0% |
| 30D | -5.2% | -2.7% | -2.5% | -4.6% |
| 3M | +2.7% | +13.9% | -11.2% | -0.4% |
| 6M | +3.6% | +16.0% | -12.4% | -0.1% |
| YTD | +15.4% | +34.9% | -19.5% | +6.8% |
| 1Y | +1.3% | +30.6% | -29.3% | -5.7% |
| 3Y | +53.1% | +93.0% | -39.9% | +26.7% |
| 5Y | +64.6% | +64.4% | +0.1% | +41.5% |
| All | +64.6% | +59.5% | +5.1% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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