+82.8%
DRI vs RUN
-85.3%
+168.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | +1.1% | -13.5% | +14.6% | +1.8% |
| 30D | +9.7% | +18.3% | -8.6% | +8.5% |
| 3M | +3.2% | -12.5% | +15.7% | +3.6% |
| 6M | +20.6% | -40.3% | +60.9% | +23.3% |
| YTD | +28.3% | -53.1% | +81.3% | +31.6% |
| 1Y | +34.5% | -54.3% | +88.8% | +38.1% |
| 3Y | +66.5% | -6.5% | +73.0% | +46.6% |
| All | +82.8% | -85.3% | +168.1% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling