+588.9%
DRI vs ESI
+224.6%
+364.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -1.3% |
| 7D | +0.6% | +3.3% | -2.7% | -0.3% |
| 30D | +3.8% | -5.9% | +9.7% | +5.3% |
| 3M | +13.0% | -14.1% | +27.1% | +16.2% |
| 6M | +8.3% | +6.6% | +1.7% | +3.8% |
| YTD | +20.6% | +45.0% | -24.4% | +5.4% |
| 1Y | +6.5% | +41.5% | -35.0% | -6.7% |
| 3Y | +53.7% | +78.8% | -25.1% | +22.9% |
| 5Y | +72.7% | +70.9% | +1.8% | +38.0% |
| 10Y | +363.2% | +317.1% | +46.1% | +187.6% |
| All | +588.9% | +224.6% | +364.3% | +324.5% |
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