-92.1%
AAOX vs DRI
+21.1%
-113.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +5.1% | -20.1% | -4.6% |
| 7D | -50.3% | +6.5% | -56.8% | -42.3% |
| 30D | -79.8% | +16.4% | -96.2% | -71.9% |
| 3M | -85.9% | +13.6% | -99.5% | -80.4% |
| 6M | -95.7% | +22.0% | -117.7% | -92.0% |
| All | -92.1% | +21.1% | -113.2% | -85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling