+103.3%
DRI vs TXG
+27.0%
+76.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | +0.7% |
| 7D | -3.2% | +9.5% | -12.7% | -4.4% |
| 30D | -7.8% | +18.8% | -26.6% | -10.0% |
| 3M | +0.4% | +136.1% | -135.8% | -11.2% |
| 6M | +4.8% | +235.2% | -230.4% | -12.4% |
| YTD | +16.7% | +320.5% | -303.8% | -6.1% |
| 1Y | +1.5% | +425.2% | -423.7% | -22.0% |
| 3Y | +56.3% | +42.9% | +13.4% | +38.5% |
| 5Y | +66.4% | -62.8% | +129.2% | +67.2% |
| All | +103.3% | +27.0% | +76.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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