+1,296.6%
ET vs DRI
+1,033.6%
+263.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -7.9% | +2.8% | -10.7% | -8.7% |
| 30D | -5.9% | +13.3% | -19.2% | -9.5% |
| 3M | -5.2% | +8.2% | -13.4% | -7.9% |
| 6M | +0.3% | +17.5% | -17.3% | -5.3% |
| YTD | +23.1% | +26.9% | -3.8% | +13.0% |
| 1Y | +22.7% | +31.6% | -8.8% | +11.2% |
| 3Y | +75.4% | +67.0% | +8.4% | +45.1% |
| 5Y | +202.6% | +72.9% | +129.7% | +143.7% |
| 10Y | +213.0% | +371.3% | -158.3% | +76.6% |
| All | +1,296.6% | +1,033.6% | +263.0% | +424.0% |
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