+168.1%
DRI vs ESTC
+28.9%
+139.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.3% | +0.7% |
| 7D | +3.1% | -1.2% | +4.3% | +3.3% |
| 30D | +16.2% | -8.1% | +24.4% | +17.5% |
| 3M | +8.4% | +20.2% | -11.8% | +3.8% |
| 6M | +19.0% | +72.7% | -53.7% | +6.1% |
| YTD | +28.8% | +19.6% | +9.2% | +21.3% |
| 1Y | +33.1% | +0.3% | +32.9% | +29.0% |
| 3Y | +70.8% | +22.8% | +48.0% | +47.4% |
| 5Y | +74.2% | -50.9% | +125.1% | +75.6% |
| All | +168.1% | +28.9% | +139.2% | +55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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