+67.0%
DRI vs SBAC
-10.4%
+77.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.7% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +13.3% | +11.2% | +2.1% | +11.4% |
| 3M | +8.2% | +4.5% | +3.7% | +7.3% |
| 6M | +17.5% | -12.2% | +29.7% | +19.5% |
| YTD | +26.9% | -0.1% | +27.0% | +26.2% |
| 1Y | +31.6% | -0.3% | +31.8% | +30.8% |
| 3Y | +67.0% | -8.7% | +75.7% | +68.2% |
| All | +67.0% | -10.4% | +77.3% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling