+7,085.5%
DRI vs SM
+1,277.0%
+5,808.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +3.8% | +26.3% | -22.5% | +0.6% |
| 3M | +13.0% | +8.7% | +4.3% | +11.0% |
| 6M | +8.3% | +51.7% | -43.4% | +1.1% |
| YTD | +20.6% | +99.0% | -78.4% | +8.2% |
| 1Y | +6.5% | +34.6% | -28.1% | +0.2% |
| 3Y | +53.7% | -7.8% | +61.5% | +48.2% |
| 5Y | +72.7% | +104.8% | -32.1% | +43.1% |
| 10Y | +363.2% | +7.2% | +355.9% | +197.8% |
| All | +7,085.5% | +1,277.0% | +5,808.5% | +3,097.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling