+65.4%
DRI vs MKTX
-60.5%
+125.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 6M | +4.8% | -8.0% | +12.8% | +5.9% |
| YTD | +16.7% | -8.7% | +25.5% | +18.0% |
| 1Y | +1.5% | -11.8% | +13.3% | +3.0% |
| 3Y | +56.3% | -24.0% | +80.3% | +57.3% |
| All | +65.4% | -60.5% | +125.8% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling