+66.6%
DRI vs EFV
+95.4%
-28.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.0% |
| 7D | -4.8% | -0.5% | -4.3% | -4.5% |
| 30D | -3.9% | 0.0% | -3.9% | -3.9% |
| 3M | +5.1% | +8.4% | -3.3% | -0.5% |
| 6M | +5.5% | +12.3% | -6.8% | -2.8% |
| YTD | +16.5% | +17.4% | -0.9% | +3.8% |
| 1Y | +2.0% | +27.1% | -25.1% | -14.2% |
| 3Y | +54.5% | +90.7% | -36.2% | -4.8% |
| 5Y | +66.6% | +95.6% | -29.0% | +0.2% |
| All | +66.6% | +95.4% | -28.8% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling