+1,155.8%
DRI vs XME
+184.7%
+971.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | -0.4% |
| 7D | +3.1% | +0.9% | +2.2% | +2.6% |
| 30D | +16.2% | -7.3% | +23.6% | +19.0% |
| 3M | +8.4% | -14.8% | +23.1% | +13.9% |
| 6M | +19.0% | -18.4% | +37.4% | +25.6% |
| YTD | +28.8% | -4.7% | +33.5% | +27.2% |
| 1Y | +33.1% | +5.7% | +27.4% | +26.2% |
| 3Y | +70.8% | +104.0% | -33.2% | +23.2% |
| 5Y | +74.2% | +122.4% | -48.2% | +17.6% |
| 10Y | +345.5% | +285.4% | +60.2% | +133.5% |
| All | +1,155.8% | +184.7% | +971.1% | +430.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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