+343.0%
DRI vs VYM
+209.2%
+133.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +0.3% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | -7.8% | -2.2% | -5.6% | -5.2% |
| 3M | +0.4% | +3.1% | -2.7% | -3.3% |
| 6M | +4.8% | +9.7% | -4.9% | -6.5% |
| YTD | +16.7% | +14.9% | +1.8% | -1.7% |
| 1Y | +1.5% | +17.6% | -16.1% | -17.0% |
| 3Y | +56.3% | +65.3% | -9.0% | -17.4% |
| 5Y | +66.4% | +78.7% | -12.3% | -21.2% |
| All | +343.0% | +209.2% | +133.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling