+361.4%
DRI vs DOC
-2.1%
+363.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.4% |
| 7D | +0.6% | -1.5% | +2.1% | +1.3% |
| 30D | +3.8% | -4.8% | +8.6% | +6.2% |
| 3M | +13.0% | +6.9% | +6.1% | +8.9% |
| 6M | +8.3% | +20.7% | -12.4% | -3.1% |
| YTD | +20.6% | +34.1% | -13.5% | +1.8% |
| 1Y | +6.5% | +22.6% | -16.2% | -6.3% |
| 3Y | +53.7% | +20.8% | +32.9% | +31.7% |
| 5Y | +72.7% | -24.9% | +97.5% | +92.8% |
| All | +361.4% | -2.1% | +363.4% | +330.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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