+7,460.3%
DRI vs TXT
+738.1%
+6,722.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | +2.8% | -2.5% | +5.3% | +3.7% |
| 30D | +13.3% | +14.4% | -1.1% | +7.8% |
| 3M | +8.2% | -4.9% | +13.1% | +9.6% |
| 6M | +17.5% | -10.2% | +27.8% | +20.9% |
| YTD | +26.9% | -4.1% | +31.0% | +27.1% |
| 1Y | +31.6% | +4.0% | +27.6% | +28.1% |
| 3Y | +67.0% | +8.0% | +59.0% | +58.1% |
| 5Y | +72.9% | +8.4% | +64.5% | +61.8% |
| 10Y | +371.3% | +116.6% | +254.7% | +242.5% |
| All | +7,460.3% | +738.1% | +6,722.3% | +2,680.3% |
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