+353.6%
DRI vs RVTY
+134.6%
+219.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | -4.8% | -5.4% | +0.6% | -3.1% |
| 30D | -3.9% | +6.7% | -10.7% | -6.1% |
| 3M | +5.1% | +19.0% | -13.9% | -1.2% |
| 6M | +5.5% | +34.6% | -29.1% | -5.5% |
| YTD | +16.5% | +28.3% | -11.8% | +5.2% |
| 1Y | +2.0% | +46.0% | -44.1% | -12.4% |
| 3Y | +54.5% | +16.9% | +37.6% | +38.0% |
| 5Y | +66.6% | -32.9% | +99.5% | +81.3% |
| 10Y | +353.6% | +141.6% | +212.0% | +163.0% |
| All | +353.6% | +134.6% | +219.1% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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