+178.5%
EXE vs DRI
+100.4%
+78.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | -0.3% | +0.6% | -0.8% | -0.4% |
| 30D | +8.5% | +3.8% | +4.6% | +7.5% |
| 3M | +5.5% | +13.0% | -7.6% | +2.6% |
| 6M | -5.9% | +8.3% | -14.2% | -7.8% |
| YTD | -9.7% | +20.6% | -30.3% | -14.1% |
| 1Y | +3.6% | +6.5% | -2.9% | +1.4% |
| 3Y | +18.0% | +53.7% | -35.7% | +4.1% |
| 5Y | +109.4% | +72.7% | +36.7% | +78.2% |
| All | +178.5% | +100.4% | +78.0% | +130.9% |
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