+143.3%
AAPL vs DRI
+78.6%
+64.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +4.1% | +1.1% | +3.1% | +3.8% |
| 30D | +4.0% | +9.7% | -5.7% | +0.7% |
| 3M | +16.8% | +3.2% | +13.6% | +15.2% |
| 6M | +19.4% | +20.6% | -1.2% | +11.0% |
| YTD | +31.5% | +28.3% | +3.3% | +18.5% |
| 1Y | +31.0% | +34.5% | -3.6% | +15.6% |
| 3Y | +95.3% | +66.5% | +28.8% | +54.5% |
| All | +143.3% | +78.6% | +64.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling