+2.0%
DRI vs SFM
-47.5%
+49.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.2% |
| 7D | -4.8% | -7.2% | +2.4% | -4.1% |
| 30D | -3.9% | -14.3% | +10.4% | -2.5% |
| 3M | +5.1% | -13.7% | +18.8% | +6.5% |
| 6M | +5.5% | -6.0% | +11.5% | +5.8% |
| YTD | +16.5% | -8.2% | +24.7% | +17.3% |
| 1Y | +2.0% | -46.2% | +48.2% | +4.7% |
| All | +2.0% | -47.5% | +49.5% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling