+354.0%
DRI vs Z
-7.0%
+361.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.4% | +4.6% | -0.5% |
| 7D | -1.2% | -3.3% | +2.0% | -0.6% |
| 30D | -0.4% | -3.7% | +3.3% | +0.1% |
| 3M | +9.5% | -7.0% | +16.5% | +10.3% |
| 6M | +6.5% | -29.5% | +36.0% | +13.1% |
| YTD | +18.4% | -52.6% | +71.0% | +35.8% |
| 1Y | +4.2% | -64.0% | +68.2% | +26.3% |
| 3Y | +57.1% | -36.4% | +93.5% | +59.7% |
| 5Y | +70.4% | -65.8% | +136.2% | +87.4% |
| 10Y | +354.0% | -5.8% | +359.9% | +221.5% |
| All | +354.0% | -7.0% | +361.0% | +221.5% |
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