+7,460.3%
DRI vs RVTY
+2,502.2%
+4,958.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.6% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +13.3% | +1.0% | +12.2% | +12.7% |
| 3M | +8.2% | +35.8% | -27.7% | +0.5% |
| 6M | +17.5% | +56.7% | -39.2% | +5.4% |
| YTD | +26.9% | +60.7% | -33.8% | +12.4% |
| 1Y | +31.6% | +73.7% | -42.1% | +14.4% |
| 3Y | +67.0% | +82.8% | -15.8% | +41.1% |
| 5Y | +72.9% | -7.0% | +79.9% | +66.4% |
| 10Y | +371.3% | +212.3% | +159.0% | +248.6% |
| All | +7,460.3% | +2,502.2% | +4,958.1% | +3,050.9% |
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