+24.6%
DRI vs IRE
-97.2%
+121.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -0.8% |
| 7D | +2.8% | -27.2% | +30.0% | +2.8% |
| 30D | +13.3% | -75.1% | +88.4% | +13.1% |
| 3M | +8.2% | -77.9% | +86.0% | +8.2% |
| 6M | +17.5% | -94.6% | +112.1% | +18.5% |
| YTD | +26.9% | -91.5% | +118.5% | +27.9% |
| 1Y | +31.6% | -97.8% | +129.4% | +32.3% |
| All | +24.6% | -97.2% | +121.8% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling