+342.0%
DRI vs EL
+28.3%
+313.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.2% | -0.7% |
| 7D | -4.8% | -2.4% | -2.5% | -4.1% |
| 30D | -3.9% | +13.7% | -17.6% | -8.6% |
| 3M | +5.1% | +14.5% | -9.4% | -0.6% |
| 6M | +5.5% | +7.4% | -1.9% | +1.0% |
| YTD | +16.5% | -4.7% | +21.2% | +14.4% |
| 1Y | +2.0% | +12.9% | -10.9% | -6.9% |
| 3Y | +54.5% | -32.2% | +86.7% | +60.8% |
| 5Y | +66.6% | -68.4% | +135.0% | +156.0% |
| All | +342.0% | +28.3% | +313.8% | +303.3% |
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