+343.0%
DRI vs SPYG
+424.6%
-81.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.5% |
| 7D | -3.2% | -0.9% | -2.3% | -2.5% |
| 30D | -7.8% | -1.5% | -6.3% | -6.8% |
| 3M | +0.4% | +3.7% | -3.4% | -3.3% |
| 6M | +4.8% | +16.4% | -11.6% | -8.6% |
| YTD | +16.7% | +13.3% | +3.4% | +3.7% |
| 1Y | +1.5% | +17.9% | -16.4% | -13.3% |
| 3Y | +56.3% | +98.3% | -42.1% | -19.7% |
| 5Y | +66.4% | +86.4% | -20.0% | -10.7% |
| All | +343.0% | +424.6% | -81.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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