+345.5%
DRI vs EXEL
+445.6%
-100.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.0% |
| 7D | +3.1% | +2.3% | +0.8% | +2.7% |
| 30D | +16.2% | +19.8% | -3.6% | +12.6% |
| 3M | +8.4% | +32.7% | -24.3% | +3.0% |
| 6M | +19.0% | +49.0% | -30.0% | +10.5% |
| YTD | +28.8% | +63.7% | -34.9% | +17.2% |
| 1Y | +33.1% | +75.8% | -42.7% | +19.4% |
| 3Y | +70.8% | +241.3% | -170.5% | +31.9% |
| 5Y | +74.2% | +289.0% | -214.8% | +29.2% |
| 10Y | +345.5% | +377.6% | -32.1% | +219.8% |
| All | +345.5% | +445.6% | -100.0% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling