+3,776.0%
DRI vs EXEL
+273.2%
+3,502.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.6% | +8.4% | -7.8% | -0.4% |
| 30D | +3.8% | +4.1% | -0.2% | +3.3% |
| 3M | +13.0% | +12.4% | +0.6% | +11.3% |
| 6M | +8.3% | +41.5% | -33.2% | +3.7% |
| YTD | +20.6% | +34.6% | -14.0% | +16.0% |
| 1Y | +6.5% | +57.9% | -51.4% | +0.2% |
| 3Y | +53.7% | +159.5% | -105.8% | +34.7% |
| 5Y | +72.7% | +198.5% | -125.8% | +47.6% |
| 10Y | +363.2% | +411.4% | -48.2% | +255.9% |
| All | +3,776.0% | +273.2% | +3,502.8% | +2,179.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling