+1,539.0%
ED vs DRI
+7,577.7%
-6,038.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -0.1% | +3.8% | -4.0% | -0.6% |
| 3M | +3.9% | +13.0% | -9.1% | +2.4% |
| 6M | -3.0% | +8.3% | -11.3% | -4.1% |
| YTD | +10.7% | +20.6% | -9.9% | +8.1% |
| 1Y | +13.3% | +6.5% | +6.9% | +12.1% |
| 3Y | +34.5% | +53.7% | -19.2% | +26.9% |
| 5Y | +67.1% | +72.7% | -5.5% | +54.5% |
| 10Y | +103.0% | +363.2% | -260.1% | +60.0% |
| All | +1,539.0% | +7,577.7% | -6,038.7% | +833.7% |
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 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