+79.0%
DRI vs HRB
+143.9%
-64.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.3% | -7.8% | +7.4% | +1.1% |
| 30D | +10.8% | +15.7% | -4.9% | +8.0% |
| 3M | +0.9% | -5.5% | +6.4% | +1.6% |
| 6M | +16.3% | +41.1% | -24.8% | +9.2% |
| YTD | +27.8% | +20.4% | +7.4% | +24.0% |
| 1Y | +33.9% | +15.2% | +18.6% | +31.1% |
| 3Y | +67.2% | +24.3% | +42.9% | +58.5% |
| 5Y | +79.0% | +144.7% | -65.7% | +45.2% |
| All | +79.0% | +143.9% | -64.9% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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