+345.5%
DRI vs SFM
+146.8%
+198.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +3.1% | -10.2% | +13.3% | +4.4% |
| 30D | +16.2% | -23.9% | +40.1% | +19.2% |
| 3M | +8.4% | -42.3% | +50.6% | +14.7% |
| 6M | +19.0% | -40.1% | +59.1% | +25.1% |
| YTD | +28.8% | -37.8% | +66.6% | +34.3% |
| 1Y | +33.1% | -37.1% | +70.2% | +38.5% |
| 3Y | +70.8% | +21.5% | +49.2% | +62.4% |
| 5Y | +74.2% | +103.8% | -29.5% | +53.1% |
| 10Y | +345.5% | +142.0% | +203.5% | +280.6% |
| All | +345.5% | +146.8% | +198.7% | +280.6% |
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