+1,711.2%
ED vs DRI
+7,978.2%
-6,267.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.3% |
| 7D | +1.6% | +2.8% | -1.2% | +1.3% |
| 30D | +13.3% | +13.3% | 0.0% | +11.8% |
| 3M | +9.7% | +8.2% | +1.5% | +8.7% |
| 6M | +12.8% | +17.5% | -4.8% | +10.6% |
| YTD | +22.3% | +26.9% | -4.6% | +18.7% |
| 1Y | +26.3% | +31.6% | -5.3% | +22.0% |
| 3Y | +45.0% | +67.0% | -21.9% | +35.5% |
| 5Y | +80.2% | +72.9% | +7.3% | +66.6% |
| 10Y | +129.9% | +371.3% | -241.5% | +80.9% |
| All | +1,711.2% | +7,978.2% | -6,267.0% | +925.4% |
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