+67.0%
DRI vs TXT
+7.8%
+59.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.4% |
| 7D | +2.8% | -2.5% | +5.3% | +3.6% |
| 30D | +13.3% | +14.4% | -1.1% | +8.4% |
| 3M | +8.2% | -4.9% | +13.1% | +9.7% |
| 6M | +17.5% | -10.2% | +27.8% | +20.8% |
| YTD | +26.9% | -4.1% | +31.0% | +26.7% |
| 1Y | +31.6% | +4.0% | +27.6% | +27.6% |
| 3Y | +67.0% | +8.0% | +59.0% | +56.5% |
| All | +67.0% | +7.8% | +59.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling