+338.7%
DRI vs SPY
+304.1%
+34.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +4.2% | -0.6% | +4.8% | +4.7% |
| 30D | +15.7% | -3.7% | +19.4% | +20.0% |
| 3M | +5.8% | -2.7% | +8.5% | +8.5% |
| 6M | +18.4% | +2.2% | +16.2% | +14.5% |
| YTD | +28.2% | +10.8% | +17.4% | +13.1% |
| 1Y | +35.9% | +11.2% | +24.7% | +19.3% |
| 3Y | +67.7% | +76.5% | -8.7% | -15.6% |
| 5Y | +77.9% | +72.9% | +4.9% | -8.9% |
| 10Y | +338.7% | +304.8% | +33.9% | -6.3% |
| All | +338.7% | +304.1% | +34.6% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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