+70.8%
DRI vs USFR
+14.3%
+56.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.1% | +0.1% | +3.1% | +3.0% |
| 30D | +16.2% | +0.4% | +15.9% | +15.1% |
| 3M | +8.4% | +1.1% | +7.3% | +4.8% |
| 6M | +19.0% | +2.0% | +17.0% | +12.0% |
| YTD | +28.8% | +3.4% | +25.4% | +17.1% |
| 1Y | +33.1% | +4.1% | +29.1% | +18.5% |
| 3Y | +70.8% | +14.3% | +56.4% | +41.4% |
| All | +70.8% | +14.3% | +56.5% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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