+4.3%
EXE vs DRI
+3.0%
+1.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.7% |
| 7D | -2.7% | -4.8% | +2.1% | -3.0% |
| 30D | -0.4% | -3.9% | +3.6% | -0.5% |
| 3M | +9.5% | +5.1% | +4.4% | +10.0% |
| 6M | -9.3% | +5.5% | -14.9% | -8.7% |
| YTD | -10.9% | +16.5% | -27.4% | -10.2% |
| 1Y | +4.3% | +2.0% | +2.3% | +8.7% |
| All | +4.3% | +3.0% | +1.3% | +8.7% |
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