+37.7%
DRI vs IRE
-97.4%
+135.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.1% | -12.0% | +0.2% |
| 7D | -0.7% | -15.1% | +14.4% | -0.7% |
| 30D | +14.7% | -71.4% | +86.1% | +14.4% |
| 3M | +5.4% | -81.2% | +86.6% | +5.3% |
| 6M | +18.8% | -93.7% | +112.6% | +19.6% |
| YTD | +28.4% | -92.2% | +120.6% | +29.8% |
| 1Y | +37.7% | -97.3% | +134.9% | +37.5% |
| All | +37.7% | -97.4% | +135.1% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling