+7,085.5%
DRI vs TXT
+693.0%
+6,392.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +0.6% | -4.8% | +5.4% | +2.3% |
| 30D | +3.8% | -10.6% | +14.5% | +7.9% |
| 3M | +13.0% | -13.2% | +26.2% | +18.1% |
| 6M | +8.3% | -20.3% | +28.7% | +16.3% |
| YTD | +20.6% | -9.3% | +29.9% | +23.6% |
| 1Y | +6.5% | -2.7% | +9.1% | +6.3% |
| 3Y | +53.7% | +1.4% | +52.3% | +49.1% |
| 5Y | +72.7% | +9.6% | +63.1% | +61.6% |
| 10Y | +363.2% | +94.9% | +268.3% | +248.8% |
| All | +7,085.5% | +693.0% | +6,392.5% | +2,603.4% |
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