+25.8%
DRI vs IRE
-98.0%
+123.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -33.9% | +33.1% | -1.0% |
| 7D | +3.7% | -57.1% | +60.9% | +3.4% |
| 30D | +13.5% | -84.4% | +97.9% | +13.1% |
| 3M | +10.4% | -85.0% | +95.3% | +10.1% |
| 6M | +19.5% | -95.2% | +114.7% | +20.0% |
| YTD | +28.2% | -93.9% | +122.2% | +29.0% |
| 1Y | +31.0% | -98.8% | +129.8% | +31.4% |
| All | +25.8% | -98.0% | +123.9% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling