+66.6%
DRI vs SPYG
+83.9%
-17.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -3.9% | -1.7% | -2.2% | -3.2% |
| 3M | +5.1% | +3.6% | +1.4% | +2.7% |
| 6M | +5.5% | +16.6% | -11.1% | -3.5% |
| YTD | +16.5% | +13.4% | +3.1% | +7.9% |
| 1Y | +2.0% | +19.6% | -17.6% | -8.7% |
| 3Y | +54.5% | +99.8% | -45.3% | -2.7% |
| 5Y | +66.6% | +85.0% | -18.4% | +10.1% |
| All | +66.6% | +83.9% | -17.3% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling