+624.9%
DRI vs ESI
+182.6%
+442.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.5% |
| 7D | +2.8% | -8.5% | +11.3% | +4.9% |
| 30D | +13.3% | -15.7% | +28.9% | +17.7% |
| 3M | +8.2% | -18.2% | +26.4% | +12.9% |
| 6M | +17.5% | -28.8% | +46.4% | +25.7% |
| YTD | +26.9% | +26.3% | +0.7% | +14.0% |
| 1Y | +31.6% | +18.2% | +13.3% | +20.2% |
| 3Y | +67.0% | +68.1% | -1.2% | +34.4% |
| 5Y | +72.9% | +28.8% | +44.1% | +48.0% |
| 10Y | +371.3% | +329.8% | +41.5% | +198.0% |
| All | +624.9% | +182.6% | +442.2% | +359.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling