+70.8%
DRI vs EXEL
+244.2%
-173.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +1.2% |
| 7D | +3.1% | +2.3% | +0.8% | +2.9% |
| 30D | +16.2% | +19.8% | -3.6% | +14.1% |
| 3M | +8.4% | +32.7% | -24.3% | +5.2% |
| 6M | +19.0% | +49.0% | -30.0% | +14.0% |
| YTD | +28.8% | +63.7% | -34.9% | +21.8% |
| 1Y | +33.1% | +75.8% | -42.7% | +24.8% |
| 3Y | +70.8% | +241.3% | -170.5% | +45.1% |
| All | +70.8% | +244.2% | -173.5% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling