+124.8%
AA vs DRI
+350.3%
-225.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.4% | +4.5% |
| 7D | +1.7% | -1.2% | +2.9% | +2.3% |
| 30D | +3.3% | -0.4% | +3.7% | +3.1% |
| 3M | -29.4% | +9.5% | -38.9% | -33.4% |
| 6M | -12.8% | +6.5% | -19.3% | -17.2% |
| YTD | -2.1% | +18.4% | -20.5% | -12.7% |
| 1Y | +62.8% | +4.2% | +58.5% | +55.0% |
| 3Y | +90.5% | +57.1% | +33.4% | +41.5% |
| 5Y | +19.1% | +70.4% | -51.4% | -16.6% |
| 10Y | +124.8% | +354.0% | -229.3% | -12.1% |
| All | +124.8% | +350.3% | -225.5% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling