+1,075.8%
DRI vs XME
+242.3%
+833.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | +3.8% | +6.0% | -2.1% | +1.5% |
| 3M | +13.0% | -7.7% | +20.7% | +15.2% |
| 6M | +8.3% | +1.0% | +7.4% | +6.1% |
| YTD | +20.6% | +14.6% | +6.0% | +12.1% |
| 1Y | +6.5% | +46.0% | -39.5% | -10.4% |
| 3Y | +53.7% | +127.0% | -73.3% | +7.4% |
| 5Y | +72.7% | +175.8% | -103.1% | +8.2% |
| 10Y | +363.2% | +414.6% | -51.5% | +120.6% |
| All | +1,075.8% | +242.3% | +833.5% | +367.9% |
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