+6,383.3%
DRI vs EL
+1,845.6%
+4,537.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | +0.6% |
| 7D | +3.1% | +8.0% | -4.9% | +0.6% |
| 30D | +16.2% | +15.4% | +0.8% | +10.9% |
| 3M | +8.4% | +28.5% | -20.2% | -0.7% |
| 6M | +19.0% | +32.2% | -13.2% | +7.4% |
| YTD | +28.8% | +9.2% | +19.6% | +21.2% |
| 1Y | +33.1% | +30.8% | +2.3% | +17.7% |
| 3Y | +70.8% | +3.7% | +67.1% | +51.2% |
| 5Y | +74.2% | -64.8% | +139.0% | +118.7% |
| 10Y | +345.5% | +60.0% | +285.5% | +243.2% |
| All | +6,383.3% | +1,845.6% | +4,537.7% | +2,496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling