+353.6%
DRI vs EXEL
+378.5%
-24.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -3.9% | +10.1% | -14.1% | -5.5% |
| 3M | +5.1% | +10.1% | -5.0% | +3.2% |
| 6M | +5.5% | +37.7% | -32.2% | -0.6% |
| YTD | +16.5% | +33.1% | -16.6% | +10.1% |
| 1Y | +2.0% | +52.4% | -50.4% | -6.2% |
| 3Y | +54.5% | +163.8% | -109.3% | +25.8% |
| 5Y | +66.6% | +198.5% | -131.9% | +30.5% |
| 10Y | +353.6% | +386.9% | -33.3% | +224.4% |
| All | +353.6% | +378.5% | -24.9% | +224.4% |
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