+343.0%
DRI vs MKTX
+5.0%
+338.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -7.8% | +0.7% | -8.5% | -7.9% |
| 3M | +0.4% | +40.8% | -40.4% | -6.9% |
| 6M | +4.8% | -8.0% | +12.8% | +5.9% |
| YTD | +16.7% | -8.7% | +25.5% | +17.9% |
| 1Y | +1.5% | -11.8% | +13.3% | +3.1% |
| 3Y | +56.3% | -24.0% | +80.3% | +58.2% |
| 5Y | +66.4% | -60.3% | +126.7% | +95.8% |
| All | +343.0% | +5.0% | +338.0% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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