+179.1%
DRI vs NTR
+97.9%
+81.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.8% |
| 30D | -7.8% | +16.8% | -24.6% | -12.9% |
| 3M | +0.4% | +20.7% | -20.4% | -6.8% |
| 6M | +4.8% | +0.5% | +4.3% | +3.0% |
| YTD | +16.7% | +29.2% | -12.5% | +3.3% |
| 1Y | +1.5% | +39.6% | -38.1% | -13.6% |
| 3Y | +56.3% | +37.9% | +18.4% | +29.6% |
| 5Y | +66.4% | +47.1% | +19.4% | +9.6% |
| All | +179.1% | +97.9% | +81.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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