+7,574.6%
DRI vs TXT
+756.8%
+6,817.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.7% |
| 7D | +3.1% | -3.5% | +6.6% | +4.4% |
| 30D | +16.2% | +15.2% | +1.1% | +10.4% |
| 3M | +8.4% | -4.5% | +12.8% | +9.6% |
| 6M | +19.0% | -6.1% | +25.1% | +20.5% |
| YTD | +28.8% | -2.0% | +30.8% | +28.0% |
| 1Y | +33.1% | +4.2% | +28.9% | +29.6% |
| 3Y | +70.8% | +14.4% | +56.4% | +58.5% |
| 5Y | +74.2% | +12.3% | +61.9% | +61.1% |
| 10Y | +345.5% | +101.8% | +243.7% | +229.8% |
| All | +7,574.6% | +756.8% | +6,817.7% | +2,700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling