+153.4%
EXE vs DRI
+113.1%
+40.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +5.3% | +1.1% | +4.3% | +5.1% |
| 30D | -2.2% | +9.7% | -11.9% | -4.0% |
| 3M | -5.9% | +3.2% | -9.1% | -6.7% |
| 6M | -5.7% | +20.6% | -26.3% | -9.7% |
| YTD | -17.8% | +28.3% | -46.1% | -22.9% |
| 1Y | -23.1% | +34.5% | -57.7% | -28.8% |
| 3Y | +21.2% | +66.5% | -45.3% | +4.9% |
| 5Y | +78.8% | +79.6% | -0.8% | +50.8% |
| All | +153.4% | +113.1% | +40.3% | +107.2% |
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