+3,141.5%
DRI vs SPYG
+564.9%
+2,576.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | +3.8% | -0.4% | +4.3% | +4.1% |
| 3M | +13.0% | +0.5% | +12.5% | +11.6% |
| 6M | +8.3% | +17.5% | -9.2% | -4.7% |
| YTD | +20.6% | +14.3% | +6.3% | +7.9% |
| 1Y | +6.5% | +21.7% | -15.3% | -9.5% |
| 3Y | +53.7% | +98.6% | -44.9% | -11.5% |
| 5Y | +72.7% | +85.1% | -12.4% | +3.4% |
| 10Y | +363.2% | +412.0% | -48.9% | +37.9% |
| All | +3,141.5% | +564.9% | +2,576.7% | +471.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling