+345.5%
DRI vs Z
-11.7%
+357.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.3% | +0.7% |
| 7D | +3.1% | -5.2% | +8.3% | +4.1% |
| 30D | +16.2% | +5.7% | +10.5% | +14.4% |
| 3M | +8.4% | -8.7% | +17.1% | +9.5% |
| 6M | +19.0% | -26.0% | +45.0% | +24.9% |
| YTD | +28.8% | -55.0% | +83.9% | +48.5% |
| 1Y | +33.1% | -58.0% | +91.1% | +55.3% |
| 3Y | +70.8% | -15.2% | +86.0% | +61.2% |
| 5Y | +74.2% | -53.8% | +128.1% | +79.4% |
| 10Y | +345.5% | -14.5% | +360.0% | +231.5% |
| All | +345.5% | -11.7% | +357.2% | +231.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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