+74.1%
DRI vs SFM
+105.4%
-31.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.5% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +13.3% | -24.8% | +38.0% | +16.2% |
| 3M | +8.2% | -43.7% | +51.9% | +14.7% |
| 6M | +17.5% | -37.3% | +54.8% | +22.8% |
| YTD | +26.9% | -38.4% | +65.3% | +32.4% |
| 1Y | +31.6% | -36.9% | +68.5% | +36.8% |
| 3Y | +67.0% | +20.7% | +46.3% | +59.7% |
| All | +74.1% | +105.4% | -31.2% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling