+66.5%
DRI vs SM
-3.9%
+70.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.1% | +9.4% | -8.3% | +0.7% |
| 30D | +9.7% | -14.4% | +24.1% | +10.3% |
| 3M | +3.2% | +1.6% | +1.6% | +2.5% |
| 6M | +20.6% | +6.3% | +14.2% | +19.0% |
| YTD | +28.3% | +78.8% | -50.5% | +19.1% |
| 1Y | +34.5% | +83.1% | -48.6% | +24.4% |
| 3Y | +66.5% | -5.9% | +72.4% | +60.4% |
| All | +66.5% | -3.9% | +70.5% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling