+64.6%
DRI vs NTR
+45.0%
+19.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.7% |
| 7D | -4.8% | -2.5% | -2.4% | -4.6% |
| 30D | -5.2% | +17.0% | -22.2% | -6.7% |
| 3M | +2.7% | +22.2% | -19.4% | +0.5% |
| 6M | +3.6% | +5.2% | -1.6% | +2.7% |
| YTD | +15.4% | +29.7% | -14.2% | +11.2% |
| 1Y | +1.3% | +39.4% | -38.1% | -3.7% |
| 3Y | +53.1% | +38.2% | +14.9% | +44.4% |
| 5Y | +64.6% | +47.6% | +16.9% | +30.6% |
| All | +64.6% | +45.0% | +19.6% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling