+1,248.8%
DRI vs EFV
+258.8%
+990.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +0.6% | +1.5% | -0.9% | -0.6% |
| 30D | +3.8% | +1.7% | +2.1% | +2.5% |
| 3M | +13.0% | +8.6% | +4.4% | +5.7% |
| 6M | +8.3% | +11.7% | -3.4% | -1.3% |
| YTD | +20.6% | +19.3% | +1.3% | +4.2% |
| 1Y | +6.5% | +30.2% | -23.8% | -14.2% |
| 3Y | +53.7% | +91.6% | -37.9% | -9.9% |
| 5Y | +72.7% | +96.4% | -23.7% | -1.3% |
| 10Y | +363.2% | +166.5% | +196.7% | +117.3% |
| All | +1,248.8% | +258.8% | +990.0% | +359.3% |
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