+152.1%
EXE vs DRI
+113.3%
+38.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -0.2% | +14.7% | -14.9% | -2.9% |
| 3M | -9.2% | +5.4% | -14.7% | -10.4% |
| 6M | -7.2% | +18.8% | -26.1% | -10.9% |
| YTD | -18.3% | +28.4% | -46.6% | -23.3% |
| 1Y | -23.6% | +37.7% | -61.3% | -29.6% |
| 3Y | +21.9% | +68.0% | -46.0% | +5.3% |
| 5Y | +73.7% | +78.8% | -5.1% | +46.7% |
| All | +152.1% | +113.3% | +38.8% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling