+2,955.1%
DRI vs SBAC
+2,208.1%
+746.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +3.8% | +6.9% | -3.1% | +3.1% |
| 3M | +13.0% | -8.2% | +21.2% | +13.9% |
| 6M | +8.3% | -1.6% | +10.0% | +8.1% |
| YTD | +20.6% | -0.1% | +20.7% | +20.1% |
| 1Y | +6.5% | -0.5% | +6.9% | +6.0% |
| 3Y | +53.7% | -9.1% | +62.8% | +53.6% |
| 5Y | +72.7% | -43.8% | +116.5% | +79.9% |
| 10Y | +363.2% | +80.5% | +282.6% | +334.4% |
| All | +2,955.1% | +2,208.1% | +746.9% | +2,194.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling