+8,920.1%
DE vs DRI
+7,577.6%
+1,342.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +10.0% | +0.6% | +9.4% | +9.8% |
| 30D | +13.3% | +3.8% | +9.5% | +12.0% |
| 3M | +17.5% | +13.0% | +4.5% | +12.9% |
| 6M | +13.6% | +8.3% | +5.3% | +10.2% |
| YTD | +49.8% | +20.6% | +29.2% | +40.3% |
| 1Y | +47.9% | +6.5% | +41.4% | +43.4% |
| 3Y | +72.5% | +53.7% | +18.8% | +48.1% |
| 5Y | +90.2% | +72.7% | +17.6% | +55.6% |
| 10Y | +865.4% | +363.2% | +502.2% | +446.1% |
| All | +8,920.1% | +7,577.6% | +1,342.5% | +2,416.7% |
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