+7,537.8%
DRI vs ES
+825.2%
+6,712.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | +3.7% | +5.9% | -2.2% | +1.9% |
| 30D | +13.5% | +10.2% | +3.3% | +10.0% |
| 3M | +10.4% | +0.4% | +10.0% | +10.1% |
| 6M | +19.5% | +6.9% | +12.6% | +16.7% |
| YTD | +28.2% | +10.5% | +17.7% | +23.4% |
| 1Y | +31.0% | +3.2% | +27.8% | +28.4% |
| 3Y | +67.1% | +49.0% | +18.0% | +42.8% |
| 5Y | +74.7% | +4.5% | +70.2% | +65.4% |
| 10Y | +376.2% | +92.3% | +283.8% | +263.9% |
| All | +7,537.8% | +825.2% | +6,712.7% | +3,730.7% |
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