+53.6%
AA vs DRI
+370.8%
-317.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.0% |
| 7D | +4.8% | +3.1% | +1.7% | +3.1% |
| 30D | -0.6% | +16.2% | -16.9% | -8.4% |
| 3M | -16.3% | +8.4% | -24.6% | -20.4% |
| 6M | -33.4% | +19.0% | -52.4% | -40.3% |
| YTD | -20.7% | +28.8% | -49.5% | -32.6% |
| 1Y | +12.9% | +33.1% | -20.2% | -5.9% |
| 3Y | +75.7% | +70.8% | +4.9% | +24.3% |
| 5Y | -6.8% | +74.2% | -81.0% | -35.5% |
| 10Y | +53.6% | +345.5% | -291.9% | -37.5% |
| All | +53.6% | +370.8% | -317.1% | -37.5% |
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 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