+8,918.4%
DE vs DRI
+8,070.6%
+847.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | +9.3% | +14.7% | -5.3% | +4.9% |
| 3M | +12.2% | +5.4% | +6.8% | +10.2% |
| 6M | +18.1% | +18.8% | -0.7% | +11.4% |
| YTD | +49.8% | +28.4% | +21.4% | +37.5% |
| 1Y | +46.4% | +37.7% | +8.7% | +31.5% |
| 3Y | +92.5% | +68.0% | +24.6% | +60.7% |
| 5Y | +107.4% | +78.8% | +28.6% | +67.9% |
| 10Y | +784.1% | +334.2% | +449.9% | +408.3% |
| All | +8,918.4% | +8,070.6% | +847.8% | +2,365.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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