+183.1%
DRI vs NTR
+103.6%
+79.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.4% |
| 7D | -1.2% | +3.8% | -5.1% | -2.6% |
| 30D | -0.4% | +25.2% | -25.6% | -8.3% |
| 3M | +9.5% | +21.0% | -11.5% | +1.6% |
| 6M | +6.5% | +7.6% | -1.1% | +2.0% |
| YTD | +18.4% | +32.9% | -14.4% | +3.7% |
| 1Y | +4.2% | +43.1% | -38.8% | -12.1% |
| 3Y | +57.1% | +41.6% | +15.5% | +29.1% |
| 5Y | +70.4% | +54.8% | +15.7% | +9.2% |
| All | +183.1% | +103.6% | +79.5% | +12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling