+334.2%
DRI vs SM
+10.6%
+323.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.4% | -0.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | +14.7% | -17.3% | +32.0% | +17.2% |
| 3M | +5.4% | -3.6% | +9.0% | +5.1% |
| 6M | +18.8% | +2.9% | +15.9% | +16.4% |
| YTD | +28.4% | +70.2% | -41.8% | +15.4% |
| 1Y | +37.7% | +66.5% | -28.8% | +23.9% |
| 3Y | +68.0% | -8.2% | +76.2% | +60.3% |
| 5Y | +78.8% | -1.5% | +80.3% | +60.7% |
| 10Y | +334.2% | +11.9% | +322.3% | +116.5% |
| All | +334.2% | +10.6% | +323.6% | +116.5% |
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