+317.9%
DRI vs ESI
+321.1%
-3.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.3% |
| 7D | -0.3% | +8.3% | -8.7% | -3.4% |
| 30D | +10.8% | -10.4% | +21.3% | +14.5% |
| 3M | +0.9% | -13.2% | +14.1% | +4.8% |
| 6M | +16.3% | -23.9% | +40.2% | +24.8% |
| YTD | +27.8% | +34.2% | -6.4% | +4.9% |
| 1Y | +33.9% | +22.2% | +11.6% | +14.1% |
| 3Y | +67.2% | +79.2% | -12.0% | +13.3% |
| 5Y | +79.0% | +38.1% | +40.9% | +34.3% |
| All | +317.9% | +321.1% | -3.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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