+59.6%
DRI vs ESI
+81.9%
-22.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.0% |
| 7D | +0.6% | +3.3% | -2.7% | +0.1% |
| 30D | +3.8% | -5.9% | +9.7% | +4.7% |
| 3M | +13.0% | -14.1% | +27.1% | +14.9% |
| 6M | +8.3% | +6.6% | +1.7% | +4.9% |
| YTD | +20.6% | +45.0% | -24.4% | +8.3% |
| 1Y | +6.5% | +41.5% | -35.0% | -4.3% |
| All | +59.6% | +81.9% | -22.3% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling