-67.5%
AAOX vs DRI
+9.1%
-76.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.6% | -4.6% | -10.2% |
| 7D | +8.3% | -4.8% | +13.2% | -3.9% |
| 30D | -41.8% | -3.9% | -37.9% | -47.2% |
| 3M | -73.3% | +5.1% | -78.3% | -65.6% |
| All | -67.5% | +9.1% | -76.5% | -53.0% |
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 · Available span rolling