+98.3%
AGG vs DRI
+2,335.4%
-2,237.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.2% | +0.6% | -0.7% | -0.2% |
| 30D | -0.4% | +3.8% | -4.2% | -0.4% |
| 3M | -0.7% | +13.0% | -13.7% | -0.7% |
| 6M | -1.5% | +8.3% | -9.8% | -1.6% |
| YTD | -0.3% | +20.6% | -20.9% | -0.4% |
| 1Y | +1.3% | +6.5% | -5.1% | +1.3% |
| 3Y | +13.2% | +53.7% | -40.5% | +12.9% |
| 5Y | -1.4% | +72.7% | -74.1% | -1.8% |
| 10Y | +14.9% | +363.2% | -348.3% | +13.8% |
| All | +98.3% | +2,335.4% | -2,237.1% | +102.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling