+1,333.7%
DRI vs EFV
+248.5%
+1,085.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +4.2% | +2.1% | +2.1% | +2.5% |
| 30D | +15.7% | +3.1% | +12.6% | +13.0% |
| 3M | +5.8% | -1.3% | +7.1% | +6.8% |
| 6M | +18.4% | +6.0% | +12.4% | +12.7% |
| YTD | +28.2% | +15.8% | +12.4% | +13.3% |
| 1Y | +35.9% | +21.1% | +14.8% | +15.9% |
| 3Y | +67.7% | +91.0% | -23.2% | -1.5% |
| 5Y | +77.9% | +94.3% | -16.4% | +2.5% |
| 10Y | +338.7% | +160.4% | +178.3% | +109.7% |
| All | +1,333.7% | +248.5% | +1,085.2% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling