+74.1%
DRI vs SBAC
-40.3%
+114.5%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | +2.8% | +1.2% | +1.6% | +2.6% |
| 30D | +13.3% | +11.2% | +2.1% | +10.7% |
| 3M | +8.2% | +4.5% | +3.7% | +7.0% |
| 6M | +17.5% | -12.2% | +29.7% | +20.2% |
| YTD | +26.9% | -0.1% | +27.0% | +25.6% |
| 1Y | +31.6% | -0.3% | +31.8% | +30.2% |
| 3Y | +67.0% | -8.7% | +75.7% | +66.3% |
| All | +74.1% | -40.3% | +114.5% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling