+104.0%
ED vs DRI
+350.3%
-246.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | +0.5% | -1.2% | +1.8% | +0.6% |
| 30D | +1.1% | -0.4% | +1.5% | +1.1% |
| 3M | +4.6% | +9.5% | -4.9% | +3.9% |
| 6M | -2.0% | +6.5% | -8.4% | -2.6% |
| YTD | +11.7% | +18.4% | -6.7% | +10.0% |
| 1Y | +15.7% | +4.2% | +11.5% | +15.1% |
| 3Y | +34.4% | +57.1% | -22.7% | +28.9% |
| 5Y | +67.3% | +70.4% | -3.1% | +58.9% |
| 10Y | +104.0% | +354.0% | -250.0% | +90.0% |
| All | +104.0% | +350.3% | -246.3% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DRI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling