+73.3%
DRI vs TXT
+10.4%
+62.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +0.6% | -4.8% | +5.4% | +2.6% |
| 30D | +3.8% | -10.6% | +14.5% | +8.7% |
| 3M | +13.0% | -13.2% | +26.2% | +19.2% |
| 6M | +8.3% | -20.3% | +28.7% | +18.2% |
| YTD | +20.6% | -9.3% | +29.9% | +23.7% |
| 1Y | +6.5% | -2.7% | +9.1% | +5.5% |
| 3Y | +53.7% | +1.4% | +52.3% | +44.9% |
| All | +73.3% | +10.4% | +62.9% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling