+353.6%
DRI vs ESI
+308.3%
+45.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.2% |
| 7D | -4.8% | +3.9% | -8.7% | -6.2% |
| 30D | -3.9% | -3.8% | -0.1% | -2.8% |
| 3M | +5.1% | -13.1% | +18.2% | +8.8% |
| 6M | +5.5% | +11.3% | -5.8% | -2.9% |
| YTD | +16.5% | +44.1% | -27.6% | -5.1% |
| 1Y | +2.0% | +40.3% | -38.3% | -16.6% |
| 3Y | +54.5% | +84.1% | -29.6% | +6.5% |
| 5Y | +66.6% | +75.8% | -9.2% | +14.0% |
| 10Y | +353.6% | +320.7% | +32.9% | +88.0% |
| All | +353.6% | +308.3% | +45.3% | +88.0% |
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