+317.9%
DRI vs WY
+3.3%
+314.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | +0.1% |
| 7D | -0.3% | -5.4% | +5.1% | +2.8% |
| 30D | +10.8% | +7.9% | +3.0% | +6.1% |
| 3M | +0.9% | -16.6% | +17.5% | +11.1% |
| 6M | +16.3% | -11.2% | +27.5% | +22.7% |
| YTD | +27.8% | -11.3% | +39.1% | +33.9% |
| 1Y | +33.9% | -5.5% | +39.4% | +35.2% |
| 3Y | +67.2% | -25.4% | +92.6% | +86.7% |
| 5Y | +79.0% | -32.4% | +111.4% | +107.0% |
| All | +317.9% | +3.3% | +314.7% | +224.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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