+8.0%
EXE vs DRI
+66.4%
-58.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -6.6% | +2.8% | -9.4% | -6.8% |
| 30D | -4.0% | +13.3% | -17.2% | -5.3% |
| 3M | -7.5% | +8.2% | -15.6% | -8.4% |
| 6M | -11.7% | +17.5% | -29.2% | -13.5% |
| YTD | -22.0% | +26.9% | -48.9% | -25.0% |
| 1Y | -21.8% | +31.6% | -53.4% | -25.4% |
| 3Y | +8.0% | +67.0% | -58.9% | -5.5% |
| All | +8.0% | +66.4% | -58.4% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling