+3,333.0%
ETR vs DRI
+7,577.6%
-4,244.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +1.4% | +0.6% | +0.9% | +1.3% |
| 30D | +1.0% | +3.8% | -2.9% | +0.3% |
| 3M | -1.3% | +13.0% | -14.3% | -3.5% |
| 6M | +1.9% | +8.3% | -6.4% | +0.1% |
| YTD | +18.2% | +20.6% | -2.5% | +13.8% |
| 1Y | +24.7% | +6.5% | +18.2% | +22.5% |
| 3Y | +150.7% | +53.7% | +97.0% | +129.5% |
| 5Y | +127.0% | +72.7% | +54.4% | +101.2% |
| 10Y | +295.5% | +363.2% | -67.7% | +182.1% |
| All | +3,333.0% | +7,577.6% | -4,244.6% | +1,593.0% |
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