+75.4%
ET vs DRI
+66.4%
+9.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -7.9% | +2.8% | -10.7% | -8.1% |
| 30D | -5.9% | +13.3% | -19.2% | -7.2% |
| 3M | -5.2% | +8.2% | -13.4% | -6.2% |
| 6M | +0.3% | +17.5% | -17.3% | -1.9% |
| YTD | +23.1% | +26.9% | -3.8% | +18.4% |
| 1Y | +22.7% | +31.6% | -8.8% | +17.2% |
| 3Y | +75.4% | +67.0% | +8.4% | +59.7% |
| All | +75.4% | +66.4% | +9.0% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling