+5,970.1%
DRI vs EL
+1,685.7%
+4,284.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.5% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +3.8% | +19.8% | -16.0% | -2.5% |
| 3M | +13.0% | +25.7% | -12.7% | +4.2% |
| 6M | +8.3% | +5.4% | +2.9% | +4.6% |
| YTD | +20.6% | +0.2% | +20.4% | +16.9% |
| 1Y | +6.5% | +20.4% | -14.0% | -3.7% |
| 3Y | +53.7% | -32.1% | +85.8% | +56.1% |
| 5Y | +72.7% | -67.2% | +139.9% | +121.7% |
| 10Y | +363.2% | +31.7% | +331.4% | +279.4% |
| All | +5,970.1% | +1,685.7% | +4,284.4% | +2,403.7% |
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