+338.7%
DRI vs SFM
+138.5%
+200.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | +4.2% | -6.9% | +11.1% | +5.1% |
| 30D | +15.7% | -25.0% | +40.7% | +18.9% |
| 3M | +5.8% | -42.7% | +48.5% | +12.0% |
| 6M | +18.4% | -41.0% | +59.4% | +24.7% |
| YTD | +28.2% | -38.7% | +66.9% | +33.9% |
| 1Y | +35.9% | -38.1% | +74.0% | +41.7% |
| 3Y | +67.7% | +19.3% | +48.4% | +59.9% |
| 5Y | +77.9% | +103.1% | -25.2% | +56.4% |
| 10Y | +338.7% | +131.1% | +207.6% | +283.0% |
| All | +338.7% | +138.5% | +200.2% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling