+7,460.3%
DRI vs M
+330.6%
+7,129.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | +0.3% |
| 7D | +2.8% | -4.3% | +7.1% | +4.1% |
| 30D | +13.3% | +1.3% | +12.0% | +12.6% |
| 3M | +8.2% | -7.4% | +15.5% | +10.2% |
| 6M | +17.5% | +18.3% | -0.8% | +10.4% |
| YTD | +26.9% | +7.6% | +19.3% | +21.7% |
| 1Y | +31.6% | +17.4% | +14.2% | +22.6% |
| 3Y | +67.0% | +108.4% | -41.4% | +20.5% |
| 5Y | +72.9% | -10.6% | +83.5% | +49.7% |
| 10Y | +371.3% | -3.2% | +374.5% | +209.8% |
| All | +7,460.3% | +330.6% | +7,129.7% | +2,810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling