+345.5%
DRI vs EL
+63.1%
+282.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.5% |
| 7D | +3.1% | +8.0% | -4.9% | +0.4% |
| 30D | +16.2% | +15.4% | +0.8% | +10.5% |
| 3M | +8.4% | +28.5% | -20.2% | -1.4% |
| 6M | +19.0% | +32.2% | -13.2% | +6.5% |
| YTD | +28.8% | +9.2% | +19.6% | +20.5% |
| 1Y | +33.1% | +30.8% | +2.3% | +16.0% |
| 3Y | +70.8% | +3.7% | +67.1% | +48.4% |
| 5Y | +74.2% | -64.8% | +139.0% | +161.3% |
| 10Y | +345.5% | +60.0% | +285.5% | +293.9% |
| All | +345.5% | +63.1% | +282.5% | +293.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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