+179.3%
EXE vs DRI
+96.8%
+82.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -1.8% | -1.2% | -0.6% | -1.6% |
| 30D | +6.4% | -0.4% | +6.8% | +6.4% |
| 3M | +9.2% | +9.5% | -0.3% | +7.0% |
| 6M | -7.0% | +6.5% | -13.4% | -8.6% |
| YTD | -9.5% | +18.4% | -27.9% | -13.5% |
| 1Y | +6.2% | +4.2% | +2.0% | +4.5% |
| 3Y | +20.7% | +57.1% | -36.3% | +5.7% |
| 5Y | +103.6% | +70.4% | +33.2% | +73.7% |
| All | +179.3% | +96.8% | +82.5% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling