-97.5%
AAOX vs DRI
+18.5%
-116.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -0.5% | -14.4% | -16.0% |
| 7D | -48.3% | +4.2% | -52.5% | -43.0% |
| 30D | -84.3% | +15.7% | -100.0% | -77.2% |
| 3M | -91.4% | +5.8% | -97.2% | -90.7% |
| All | -97.5% | +18.5% | -116.0% | -93.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling