+7,085.5%
DRI vs STZ
+2,680.1%
+4,405.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +3.8% | -1.9% | +5.7% | +4.3% |
| 3M | +13.0% | -6.2% | +19.2% | +14.8% |
| 6M | +8.3% | -14.0% | +22.3% | +12.4% |
| YTD | +20.6% | -5.1% | +25.7% | +21.3% |
| 1Y | +6.5% | -9.6% | +16.0% | +8.2% |
| 3Y | +53.7% | -47.2% | +100.9% | +79.3% |
| 5Y | +72.7% | -33.6% | +106.3% | +87.1% |
| 10Y | +363.2% | -9.8% | +372.9% | +359.3% |
| All | +7,085.5% | +2,680.1% | +4,405.4% | +3,161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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