+343.0%
DRI vs RRX
+228.4%
+114.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.5% | -0.2% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -7.8% | -6.1% | -1.7% | -5.8% |
| 3M | +0.4% | -23.1% | +23.4% | +7.9% |
| 6M | +4.8% | -19.5% | +24.3% | +8.5% |
| YTD | +16.7% | +16.1% | +0.7% | +2.6% |
| 1Y | +1.5% | +12.9% | -11.5% | -10.7% |
| 3Y | +56.3% | +7.9% | +48.3% | +29.4% |
| 5Y | +66.4% | +19.1% | +47.3% | +22.7% |
| All | +343.0% | +228.4% | +114.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling