+109.8%
AAPL vs DRI
+68.4%
+41.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.3% |
| 7D | -3.0% | -4.8% | +1.9% | -1.3% |
| 30D | +2.3% | -3.9% | +6.2% | +3.5% |
| 3M | +8.6% | +5.1% | +3.5% | +6.3% |
| 6M | +21.6% | +5.5% | +16.1% | +18.4% |
| YTD | +16.3% | +16.5% | -0.2% | +8.8% |
| 1Y | +35.1% | +2.0% | +33.1% | +32.4% |
| 3Y | +79.4% | +54.5% | +24.9% | +46.4% |
| 5Y | +109.8% | +66.6% | +43.3% | +59.3% |
| All | +109.8% | +68.4% | +41.4% | +59.3% |
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