+2,153.9%
DRI vs MOH
+1,286.6%
+867.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -4.8% | -4.2% | -0.6% | -4.1% |
| 30D | -3.9% | -2.4% | -1.6% | -3.5% |
| 3M | +5.1% | -4.4% | +9.5% | +5.5% |
| 6M | +5.5% | +32.9% | -27.4% | -1.0% |
| YTD | +16.5% | +11.9% | +4.6% | +11.4% |
| 1Y | +2.0% | +6.9% | -4.9% | -2.3% |
| 3Y | +54.5% | -39.4% | +93.9% | +58.9% |
| 5Y | +66.6% | -25.0% | +91.6% | +61.9% |
| 10Y | +353.6% | +244.9% | +108.8% | +214.0% |
| All | +2,153.9% | +1,286.6% | +867.2% | +1,007.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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