+82.6%
ED vs DRI
+78.6%
+4.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +10.4% | +9.7% | +0.7% | +9.3% |
| 3M | +12.5% | +3.2% | +9.4% | +12.1% |
| 6M | +14.9% | +20.6% | -5.7% | +12.4% |
| YTD | +24.8% | +28.3% | -3.4% | +20.9% |
| 1Y | +23.8% | +34.5% | -10.7% | +19.2% |
| 3Y | +51.6% | +66.5% | -14.9% | +40.6% |
| All | +82.6% | +78.6% | +4.0% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling