+7,460.3%
DRI vs STZ
+3,003.7%
+4,456.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +2.8% | +4.9% | -2.1% | +1.4% |
| 30D | +13.3% | +20.9% | -7.6% | +7.2% |
| 3M | +8.2% | +8.0% | +0.2% | +5.5% |
| 6M | +17.5% | -5.3% | +22.8% | +18.7% |
| YTD | +26.9% | +5.9% | +21.0% | +23.5% |
| 1Y | +31.6% | +14.2% | +17.4% | +25.0% |
| 3Y | +67.0% | -37.0% | +103.9% | +84.7% |
| 5Y | +72.9% | -29.7% | +102.6% | +84.1% |
| 10Y | +371.3% | +5.2% | +366.2% | +347.9% |
| All | +7,460.3% | +3,003.7% | +4,456.6% | +3,219.2% |
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