+280.6%
DRI vs INVH
+75.4%
+205.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -3.2% | -3.0% | -0.2% | -1.5% |
| 30D | -7.8% | -7.5% | -0.3% | -3.6% |
| 3M | +0.4% | -5.5% | +5.9% | +3.4% |
| 6M | +4.8% | +11.7% | -6.9% | -2.3% |
| YTD | +16.7% | +1.3% | +15.4% | +14.6% |
| 1Y | +1.5% | -6.1% | +7.6% | +3.9% |
| 3Y | +56.3% | -9.8% | +66.0% | +60.0% |
| 5Y | +66.4% | -19.7% | +86.1% | +78.6% |
| All | +280.6% | +75.4% | +205.2% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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