+26.4%
DRI vs IRE
-97.3%
+123.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.5% |
| 7D | +3.1% | -15.5% | +18.6% | +3.1% |
| 30D | +16.2% | -70.4% | +86.6% | +16.1% |
| 3M | +8.4% | -81.6% | +90.0% | +8.3% |
| 6M | +19.0% | -94.7% | +113.7% | +20.0% |
| YTD | +28.8% | -91.8% | +120.6% | +29.8% |
| 1Y | +33.1% | -97.6% | +130.7% | +33.8% |
| All | +26.4% | -97.3% | +123.8% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling