+955.1%
DRI vs VYM
+490.3%
+464.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -1.2% | +0.1% | -1.4% | -1.4% |
| 30D | -0.4% | -1.3% | +0.9% | +1.1% |
| 3M | +9.5% | +4.1% | +5.5% | +4.7% |
| 6M | +6.5% | +9.8% | -3.3% | -4.2% |
| YTD | +18.4% | +15.3% | +3.1% | +0.8% |
| 1Y | +4.2% | +20.0% | -15.8% | -15.2% |
| 3Y | +57.1% | +66.2% | -9.2% | -12.0% |
| 5Y | +70.4% | +77.5% | -7.1% | -11.5% |
| 10Y | +354.0% | +201.7% | +152.3% | +38.6% |
| All | +955.1% | +490.3% | +464.8% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling