+317.9%
DRI vs M
-8.5%
+326.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.6% |
| 30D | +10.8% | +7.0% | +3.9% | +8.7% |
| 3M | +0.9% | +3.1% | -2.2% | -0.3% |
| 6M | +16.3% | +33.5% | -17.2% | +6.8% |
| YTD | +27.8% | +13.4% | +14.4% | +21.6% |
| 1Y | +33.9% | +22.4% | +11.4% | +24.5% |
| 3Y | +67.2% | +150.9% | -83.7% | +19.1% |
| 5Y | +79.0% | -3.0% | +82.0% | +55.6% |
| All | +317.9% | -8.5% | +326.4% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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