+32.0%
DRI vs EXEL
+92.4%
-60.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | +6.5% | +9.8% | -3.3% | +5.9% |
| 30D | +16.4% | +23.6% | -7.2% | +15.0% |
| 3M | +13.6% | +29.9% | -16.3% | +11.9% |
| 6M | +22.0% | +64.7% | -42.7% | +18.2% |
| YTD | +29.3% | +66.0% | -36.7% | +25.1% |
| 1Y | +32.0% | +92.0% | -59.9% | +23.9% |
| All | +32.0% | +92.4% | -60.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling