+345.5%
DRI vs M
+3.7%
+341.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.1% | -6.6% | -0.6% |
| 7D | +3.1% | +2.5% | +0.6% | +2.3% |
| 30D | +16.2% | +10.1% | +6.2% | +13.2% |
| 3M | +8.4% | -0.9% | +9.3% | +8.1% |
| 6M | +19.0% | +30.2% | -11.2% | +9.9% |
| YTD | +28.8% | +16.3% | +12.5% | +21.8% |
| 1Y | +33.1% | +27.0% | +6.2% | +22.7% |
| 3Y | +70.8% | +154.5% | -83.7% | +21.2% |
| 5Y | +74.2% | -1.1% | +75.3% | +50.6% |
| 10Y | +345.5% | +0.5% | +345.0% | +137.7% |
| All | +345.5% | +3.7% | +341.8% | +137.7% |
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