+25.2%
ET vs DRI
+34.4%
-9.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.5% | +1.1% | +1.5% | +2.6% |
| 30D | -2.5% | +9.7% | -12.2% | -1.7% |
| 3M | -4.9% | +3.2% | -8.0% | -4.6% |
| 6M | -0.1% | +20.6% | -20.7% | +1.7% |
| YTD | +26.2% | +28.3% | -2.0% | +31.3% |
| 1Y | +25.2% | +34.5% | -9.4% | +31.6% |
| All | +25.2% | +34.4% | -9.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling