+345.5%
DRI vs RUN
-31.9%
+377.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | +3.8% | -15.3% | +19.1% | +5.4% |
| 3M | +13.0% | -40.0% | +53.0% | +18.2% |
| 6M | +8.3% | -27.0% | +35.3% | +10.4% |
| YTD | +20.6% | -51.7% | +72.3% | +26.5% |
| 1Y | +6.5% | -45.9% | +52.3% | +9.2% |
| 3Y | +53.7% | -43.8% | +97.5% | +37.1% |
| 5Y | +72.7% | -80.5% | +153.2% | +65.1% |
| 10Y | +363.2% | +45.3% | +317.9% | +194.9% |
| All | +345.5% | -31.9% | +377.4% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling