+74.1%
DRI vs ESTC
-48.9%
+123.1%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.3% |
| 7D | +2.8% | -11.5% | +14.3% | +4.1% |
| 30D | +13.3% | -7.5% | +20.8% | +14.0% |
| 3M | +8.2% | +23.1% | -14.9% | +5.0% |
| 6M | +17.5% | +75.3% | -57.7% | +9.0% |
| YTD | +26.9% | +14.1% | +12.8% | +23.1% |
| 1Y | +31.6% | -0.6% | +32.1% | +29.4% |
| 3Y | +67.0% | +20.8% | +46.1% | +51.6% |
| All | +74.1% | -48.9% | +123.1% | +49.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling