+70.4%
DRI vs EAT
+326.5%
-256.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.5% | -0.7% |
| 7D | -1.2% | -4.9% | +3.7% | +0.4% |
| 30D | -0.4% | -1.2% | +0.8% | -0.2% |
| 3M | +9.5% | +52.2% | -42.7% | -5.1% |
| 6M | +6.5% | +65.0% | -58.6% | -11.2% |
| YTD | +18.4% | +55.0% | -36.6% | +0.5% |
| 1Y | +4.2% | +42.1% | -37.9% | -9.6% |
| 3Y | +57.1% | +614.7% | -557.6% | -29.2% |
| 5Y | +70.4% | +322.7% | -252.3% | -10.4% |
| All | +70.4% | +326.5% | -256.0% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 5y: compounded portfolio wealth divided by compounded EAT 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…
5y analysis · Full analysis span regression · 6 months rolling