+338.1%
DRI vs SM
+23.2%
+314.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -4.8% | +2.1% | -7.0% | -5.1% |
| 30D | -5.2% | +18.1% | -23.3% | -7.5% |
| 3M | +2.7% | +17.0% | -14.2% | -0.2% |
| 6M | +3.6% | +55.4% | -51.8% | -4.3% |
| YTD | +15.4% | +108.6% | -93.1% | +1.6% |
| 1Y | +1.3% | +45.7% | -44.4% | -6.4% |
| 3Y | +53.1% | -0.3% | +53.4% | +45.3% |
| 5Y | +64.6% | +113.0% | -48.5% | +31.7% |
| All | +338.1% | +23.2% | +314.8% | +115.2% |
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