+345.5%
DRI vs SM
+4.9%
+340.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.3% | +1.9% |
| 7D | +3.1% | -22.3% | +25.4% | +6.5% |
| 30D | +16.2% | -21.4% | +37.6% | +19.7% |
| 3M | +8.4% | +1.4% | +7.0% | +7.2% |
| 6M | +19.0% | +0.1% | +18.9% | +17.0% |
| YTD | +28.8% | +59.0% | -30.1% | +17.0% |
| 1Y | +33.1% | +64.3% | -31.2% | +20.0% |
| 3Y | +70.8% | -13.1% | +83.9% | +64.3% |
| 5Y | +74.2% | -13.9% | +88.1% | +59.8% |
| 10Y | +345.5% | +1.7% | +343.8% | +124.3% |
| All | +345.5% | +4.9% | +340.6% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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