+3,482.8%
ETR vs DRI
+8,033.5%
-4,550.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +6.6% | +10.8% | -4.2% | +4.8% |
| 3M | +4.4% | +0.9% | +3.5% | +4.1% |
| 6M | -0.3% | +16.3% | -16.6% | -3.1% |
| YTD | +23.3% | +27.8% | -4.5% | +17.5% |
| 1Y | +18.9% | +33.9% | -15.0% | +12.3% |
| 3Y | +155.5% | +67.2% | +88.3% | +130.4% |
| 5Y | +159.9% | +79.0% | +80.9% | +129.1% |
| 10Y | +377.6% | +332.2% | +45.4% | +243.6% |
| All | +3,482.8% | +8,033.5% | -4,550.7% | +1,647.8% |
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