+338.1%
DRI vs MTCH
+203.9%
+134.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | -4.8% | -1.4% | -3.4% | -4.5% |
| 30D | -5.2% | +13.6% | -18.8% | -8.0% |
| 3M | +2.7% | +22.4% | -19.7% | -2.4% |
| 6M | +3.6% | +37.2% | -33.6% | -4.4% |
| YTD | +15.4% | +31.8% | -16.4% | +7.1% |
| 1Y | +1.3% | +12.9% | -11.6% | -2.8% |
| 3Y | +53.1% | -1.1% | +54.2% | +47.2% |
| 5Y | +64.6% | -73.5% | +138.1% | +109.1% |
| All | +338.1% | +203.9% | +134.2% | +291.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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