+102.2%
ED vs DRI
+358.7%
-256.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -0.1% | +3.8% | -4.0% | -0.5% |
| 3M | +3.9% | +13.0% | -9.1% | +2.9% |
| 6M | -3.0% | +8.3% | -11.3% | -3.7% |
| YTD | +10.7% | +20.6% | -9.9% | +8.9% |
| 1Y | +13.3% | +6.5% | +6.9% | +12.5% |
| 3Y | +34.5% | +53.7% | -19.2% | +29.3% |
| 5Y | +67.1% | +72.7% | -5.5% | +58.6% |
| All | +102.2% | +358.7% | -256.5% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling