+632.3%
DRI vs ESI
+195.2%
+437.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +4.2% | -6.6% | +10.8% | +5.8% |
| 30D | +15.7% | -9.8% | +25.5% | +18.2% |
| 3M | +5.8% | -11.9% | +17.7% | +8.2% |
| 6M | +18.4% | -25.1% | +43.5% | +25.0% |
| YTD | +28.2% | +31.9% | -3.7% | +13.9% |
| 1Y | +35.9% | +19.2% | +16.7% | +24.0% |
| 3Y | +67.7% | +76.2% | -8.4% | +33.4% |
| 5Y | +77.9% | +39.4% | +38.5% | +49.1% |
| 10Y | +338.7% | +304.9% | +33.8% | +176.1% |
| All | +632.3% | +195.2% | +437.0% | +358.6% |
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