+338.7%
DRI vs Z
-19.5%
+358.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | +0.7% |
| 7D | +4.2% | -6.5% | +10.7% | +5.5% |
| 30D | +15.7% | -0.1% | +15.8% | +15.2% |
| 3M | +5.8% | -14.1% | +19.9% | +8.2% |
| 6M | +18.4% | -30.1% | +48.5% | +25.7% |
| YTD | +28.2% | -57.5% | +85.7% | +49.5% |
| 1Y | +35.9% | -60.3% | +96.2% | +60.4% |
| 3Y | +67.7% | -21.0% | +88.8% | +60.7% |
| 5Y | +77.9% | -54.9% | +132.8% | +83.7% |
| 10Y | +338.7% | -16.0% | +354.7% | +229.8% |
| All | +338.7% | -19.5% | +358.2% | +229.8% |
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