+66.5%
DRI vs DTE
+57.1%
+9.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.1% | +3.4% | -2.4% | 0.0% |
| 30D | +9.7% | +8.9% | +0.8% | +6.8% |
| 3M | +3.2% | +1.1% | +2.1% | +2.7% |
| 6M | +20.6% | +0.1% | +20.5% | +20.2% |
| YTD | +28.3% | +11.1% | +17.2% | +23.0% |
| 1Y | +34.5% | +4.9% | +29.6% | +31.7% |
| 3Y | +66.5% | +58.6% | +8.0% | +38.4% |
| All | +66.5% | +57.1% | +9.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling