+7,546.8%
DRI vs ES
+807.4%
+6,739.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +14.7% | +6.7% | +8.0% | +12.3% |
| 3M | +5.4% | +0.3% | +5.1% | +5.2% |
| 6M | +18.8% | +7.4% | +11.4% | +15.9% |
| YTD | +28.4% | +8.4% | +20.0% | +24.3% |
| 1Y | +37.7% | +0.6% | +37.0% | +36.0% |
| 3Y | +68.0% | +50.6% | +17.3% | +43.0% |
| 5Y | +78.8% | +4.8% | +74.0% | +69.0% |
| 10Y | +334.2% | +93.1% | +241.1% | +231.6% |
| All | +7,546.8% | +807.4% | +6,739.4% | +3,758.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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