-21.7%
EXE vs DRI
+31.8%
-53.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | -2.2% | +4.2% | -6.4% | -1.9% |
| 30D | -0.3% | +15.7% | -16.0% | +0.6% |
| 3M | -9.3% | +5.8% | -15.1% | -9.2% |
| 6M | -7.2% | +18.4% | -25.7% | -5.7% |
| YTD | -18.9% | +28.2% | -47.1% | -15.9% |
| 1Y | -21.7% | +35.9% | -57.6% | -19.2% |
| All | -21.7% | +31.8% | -53.5% | -19.2% |
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 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