+76.3%
DRI vs VSXY
+37.4%
+38.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | +0.6% | -14.0% | +14.6% | +2.0% |
| 30D | +3.8% | -15.9% | +19.8% | +5.4% |
| 3M | +13.0% | +3.4% | +9.6% | +12.3% |
| 6M | +8.3% | +25.9% | -17.6% | +4.0% |
| YTD | +20.6% | +39.5% | -18.9% | +14.2% |
| 1Y | +6.5% | +194.4% | -187.9% | -8.1% |
| 3Y | +53.7% | +281.4% | -227.7% | +20.6% |
| 5Y | +72.7% | +12.8% | +59.9% | +49.7% |
| All | +76.3% | +37.4% | +38.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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