+7,540.2%
DRI vs DTE
+2,236.2%
+5,303.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +1.1% | +3.4% | -2.4% | -0.8% |
| 30D | +9.7% | +8.9% | +0.8% | +4.8% |
| 3M | +3.2% | +1.1% | +2.1% | +2.5% |
| 6M | +20.6% | +0.1% | +20.5% | +20.0% |
| YTD | +28.3% | +11.1% | +17.2% | +20.1% |
| 1Y | +34.5% | +4.9% | +29.6% | +29.9% |
| 3Y | +66.5% | +58.6% | +8.0% | +26.2% |
| 5Y | +79.6% | +47.3% | +32.4% | +38.4% |
| 10Y | +333.8% | +151.3% | +182.4% | +158.1% |
| All | +7,540.2% | +2,236.2% | +5,303.9% | +1,835.5% |
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