+37.7%
DRI vs RUN
-50.6%
+88.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | 0.0% |
| 7D | -0.7% | +3.2% | -3.9% | -0.9% |
| 30D | +14.7% | +19.5% | -4.8% | +13.7% |
| 3M | +5.4% | -9.6% | +15.0% | +5.6% |
| 6M | +18.8% | -37.3% | +56.1% | +20.5% |
| YTD | +28.4% | -50.7% | +79.1% | +29.2% |
| 1Y | +37.7% | -54.1% | +91.7% | +40.4% |
| All | +37.7% | -50.6% | +88.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling