+49.3%
AMZN vs DRI
+76.5%
-27.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +8.7% | +3.1% | +5.6% | +7.4% |
| 30D | +1.7% | +16.2% | -14.5% | -4.4% |
| 3M | -2.8% | +8.4% | -11.1% | -6.2% |
| 6M | -2.1% | +19.0% | -21.1% | -10.1% |
| YTD | +15.6% | +28.8% | -13.2% | +1.2% |
| 1Y | +9.2% | +33.1% | -23.9% | -6.3% |
| 3Y | +89.9% | +70.8% | +19.1% | +35.8% |
| 5Y | +49.3% | +74.2% | -25.0% | -4.3% |
| All | +49.3% | +76.5% | -27.2% | -4.3% |
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