+66.6%
DRI vs NWSA
+39.6%
+27.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -4.8% | -3.4% | -1.4% | -3.7% |
| 30D | -3.9% | +3.9% | -7.9% | -5.3% |
| 3M | +5.1% | +8.9% | -3.8% | +1.7% |
| 6M | +5.5% | +21.2% | -15.7% | -2.1% |
| YTD | +16.5% | +13.8% | +2.6% | +10.1% |
| 1Y | +2.0% | +1.4% | +0.6% | +0.5% |
| 3Y | +54.5% | +44.0% | +10.5% | +29.6% |
| 5Y | +66.6% | +40.5% | +26.1% | +37.5% |
| All | +66.6% | +39.6% | +27.0% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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