+51.6%
ED vs DRI
+68.2%
-16.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.1% | +1.1% | +1.0% | +2.0% |
| 30D | +10.4% | +9.7% | +0.7% | +9.5% |
| 3M | +12.5% | +3.2% | +9.4% | +12.1% |
| 6M | +14.9% | +20.6% | -5.7% | +12.8% |
| YTD | +24.8% | +28.3% | -3.4% | +21.5% |
| 1Y | +23.8% | +34.5% | -10.7% | +20.0% |
| 3Y | +51.6% | +66.5% | -14.9% | +35.7% |
| All | +51.6% | +68.2% | -16.6% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling