+6,838.3%
DRI vs NTRS
+3,660.8%
+3,177.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -4.8% | +0.9% | -5.7% | -5.2% |
| 30D | -3.9% | -1.2% | -2.7% | -3.5% |
| 3M | +5.1% | +8.8% | -3.7% | +1.4% |
| 6M | +5.5% | +34.7% | -29.2% | -6.8% |
| YTD | +16.5% | +37.2% | -20.8% | +1.7% |
| 1Y | +2.0% | +46.3% | -44.3% | -13.4% |
| 3Y | +54.5% | +163.2% | -108.7% | +1.5% |
| 5Y | +66.6% | +86.9% | -20.3% | +22.0% |
| 10Y | +353.6% | +250.9% | +102.7% | +161.5% |
| All | +6,838.3% | +3,660.8% | +3,177.5% | +2,334.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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