+66.7%
DRI vs MDY
+58.9%
+7.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -0.7% | +0.2% | -0.9% | -0.9% |
| 30D | +14.7% | +2.1% | +12.5% | +13.2% |
| 3M | +5.4% | -3.6% | +9.1% | +7.7% |
| 6M | +18.8% | +1.7% | +17.1% | +17.2% |
| YTD | +28.4% | +13.8% | +14.5% | +17.8% |
| 1Y | +37.7% | +15.5% | +22.1% | +25.1% |
| All | +66.7% | +58.9% | +7.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling