+2,683.6%
DRI vs SPXS
-100.0%
+2,783.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -1.3% |
| 7D | -1.2% | -1.5% | +0.3% | -1.7% |
| 30D | -0.4% | +3.7% | -4.1% | +0.9% |
| 3M | +9.5% | -9.6% | +19.1% | +6.1% |
| 6M | +6.5% | -32.4% | +38.9% | -5.9% |
| YTD | +18.4% | -28.7% | +47.1% | +7.0% |
| 1Y | +4.2% | -38.1% | +42.3% | -9.9% |
| 3Y | +57.1% | -80.1% | +137.2% | -0.7% |
| 5Y | +70.4% | -85.9% | +156.3% | +11.4% |
| 10Y | +354.0% | -99.5% | +453.6% | +36.9% |
| All | +2,683.6% | -100.0% | +2,783.6% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling