+3,147.2%
DRI vs SBAC
+2,232.4%
+914.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.2% | +3.6% | +0.6% | +3.9% |
| 30D | +15.7% | +4.9% | +10.8% | +15.1% |
| 3M | +5.8% | +6.5% | -0.7% | +5.0% |
| 6M | +18.4% | -11.1% | +29.5% | +19.5% |
| YTD | +28.2% | +0.9% | +27.3% | +27.4% |
| 1Y | +35.9% | -1.6% | +37.5% | +35.4% |
| 3Y | +67.7% | -7.0% | +74.7% | +67.2% |
| 5Y | +77.9% | -39.2% | +117.1% | +83.9% |
| 10Y | +338.7% | +111.4% | +227.3% | +306.0% |
| All | +3,147.2% | +2,232.4% | +914.8% | +2,333.8% |
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