+7,574.6%
DRI vs RVTY
+2,596.3%
+4,978.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +0.7% |
| 7D | +3.1% | +6.0% | -2.9% | +1.6% |
| 30D | +16.2% | +4.3% | +12.0% | +14.9% |
| 3M | +8.4% | +40.2% | -31.9% | 0.0% |
| 6M | +19.0% | +59.3% | -40.3% | +6.4% |
| YTD | +28.8% | +66.5% | -37.7% | +13.2% |
| 1Y | +33.1% | +77.5% | -44.3% | +15.3% |
| 3Y | +70.8% | +92.5% | -21.7% | +42.7% |
| 5Y | +74.2% | -6.8% | +81.1% | +67.6% |
| 10Y | +345.5% | +225.4% | +120.1% | +226.7% |
| All | +7,574.6% | +2,596.3% | +4,978.2% | +3,074.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling