+67.0%
DRI vs SM
-20.0%
+87.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | +2.8% | -25.9% | +28.7% | +4.1% |
| 30D | +13.3% | -15.1% | +28.4% | +13.8% |
| 3M | +8.2% | +4.9% | +3.3% | +7.1% |
| 6M | +17.5% | +6.1% | +11.4% | +15.5% |
| YTD | +26.9% | +63.4% | -36.5% | +18.3% |
| 1Y | +31.6% | +72.5% | -40.9% | +21.5% |
| 3Y | +67.0% | -16.9% | +83.9% | +62.7% |
| All | +67.0% | -20.0% | +87.0% | +62.7% |
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