-18.9%
EXE vs DRI
+34.0%
-52.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.1% | -8.0% | -2.5% |
| 7D | -4.7% | +6.5% | -11.1% | -4.1% |
| 30D | +1.0% | +16.4% | -15.4% | +2.1% |
| 3M | -5.6% | +13.6% | -19.3% | -4.7% |
| 6M | -12.3% | +22.0% | -34.3% | -10.4% |
| YTD | -19.5% | +29.3% | -48.8% | -15.8% |
| 1Y | -18.9% | +32.0% | -50.9% | -15.0% |
| All | -18.9% | +34.0% | -52.9% | -15.0% |
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 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