+343.0%
DRI vs EFV
+169.9%
+173.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | 0.0% |
| 7D | -3.2% | -0.8% | -2.4% | -2.4% |
| 30D | -7.8% | +0.6% | -8.4% | -8.4% |
| 3M | +0.4% | +7.5% | -7.2% | -7.2% |
| 6M | +4.8% | +13.0% | -8.2% | -8.7% |
| YTD | +16.7% | +18.3% | -1.6% | -3.7% |
| 1Y | +1.5% | +26.7% | -25.3% | -22.4% |
| 3Y | +56.3% | +89.6% | -33.3% | -26.0% |
| 5Y | +66.4% | +98.2% | -31.8% | -26.4% |
| All | +343.0% | +169.9% | +173.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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