+7,085.5%
DRI vs DTE
+2,154.7%
+4,930.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +3.8% | -2.6% | +6.4% | +5.2% |
| 3M | +13.0% | -3.9% | +16.9% | +15.2% |
| 6M | +8.3% | -7.9% | +16.2% | +12.7% |
| YTD | +20.6% | +7.2% | +13.4% | +15.2% |
| 1Y | +6.5% | +3.1% | +3.4% | +3.7% |
| 3Y | +53.7% | +47.6% | +6.1% | +20.8% |
| 5Y | +72.7% | +32.7% | +40.0% | +41.0% |
| 10Y | +363.2% | +138.8% | +224.4% | +182.5% |
| All | +7,085.5% | +2,154.7% | +4,930.8% | +1,756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling