+6,838.3%
DRI vs NYT
+740.5%
+6,097.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.1% |
| 7D | -4.8% | -1.6% | -3.2% | -4.4% |
| 30D | -3.9% | +2.8% | -6.7% | -4.7% |
| 3M | +5.1% | -9.2% | +14.3% | +7.3% |
| 6M | +5.5% | -17.1% | +22.6% | +10.2% |
| YTD | +16.5% | -3.2% | +19.7% | +16.1% |
| 1Y | +2.0% | +15.7% | -13.7% | -3.5% |
| 3Y | +54.5% | +55.7% | -1.2% | +32.0% |
| 5Y | +66.6% | +39.4% | +27.2% | +43.2% |
| 10Y | +353.6% | +485.6% | -131.9% | +155.9% |
| All | +6,838.3% | +740.5% | +6,097.8% | +3,208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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