+1,708.6%
ED vs DRI
+8,100.2%
-6,391.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.7% | -0.3% |
| 7D | -0.1% | +3.1% | -3.2% | -0.4% |
| 30D | +11.6% | +16.2% | -4.7% | +9.7% |
| 3M | +10.5% | +8.4% | +2.2% | +9.5% |
| 6M | +13.2% | +19.0% | -5.8% | +10.9% |
| YTD | +22.1% | +28.8% | -6.7% | +18.3% |
| 1Y | +24.2% | +33.1% | -9.0% | +19.8% |
| 3Y | +46.9% | +70.8% | -23.9% | +37.0% |
| 5Y | +80.8% | +74.2% | +6.6% | +67.0% |
| 10Y | +134.3% | +345.5% | -211.3% | +85.8% |
| All | +1,708.6% | +8,100.2% | -6,391.6% | +922.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling