+354.0%
DRI vs SFM
+293.3%
+60.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.5% | +4.7% | -1.1% |
| 7D | -1.2% | -5.8% | +4.6% | -0.6% |
| 30D | -0.4% | -11.4% | +11.0% | +0.9% |
| 3M | +9.5% | -12.2% | +21.7% | +10.9% |
| 6M | +6.5% | -5.2% | +11.6% | +6.5% |
| YTD | +18.4% | -4.5% | +22.9% | +18.2% |
| 1Y | +4.2% | -45.4% | +49.6% | +10.4% |
| 3Y | +57.1% | +91.1% | -34.0% | +42.6% |
| 5Y | +70.4% | +226.8% | -156.4% | +42.8% |
| 10Y | +354.0% | +291.9% | +62.1% | +272.6% |
| All | +354.0% | +293.3% | +60.7% | +272.6% |
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