+690.0%
DRI vs USFR
+28.6%
+661.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +14.7% | +0.4% | +14.3% | +14.3% |
| 3M | +5.4% | +1.1% | +4.4% | +4.5% |
| 6M | +18.8% | +2.1% | +16.8% | +16.8% |
| YTD | +28.4% | +3.4% | +24.9% | +24.7% |
| 1Y | +37.7% | +4.1% | +33.6% | +33.0% |
| 3Y | +68.0% | +14.4% | +53.6% | +49.7% |
| 5Y | +78.8% | +21.4% | +57.4% | +51.5% |
| 10Y | +334.2% | +28.5% | +305.6% | +254.4% |
| All | +690.0% | +28.6% | +661.4% | +534.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling