+45.8%
AMZN vs DRI
+70.3%
-24.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +0.8% | -1.2% | +2.0% | +1.3% |
| 30D | -6.4% | -0.4% | -6.0% | -6.4% |
| 3M | +4.8% | +9.5% | -4.7% | 0.0% |
| 6M | +20.5% | +6.5% | +14.1% | +16.0% |
| YTD | +11.3% | +18.4% | -7.1% | +1.3% |
| 1Y | +9.0% | +4.2% | +4.7% | +4.9% |
| 3Y | +85.9% | +57.1% | +28.8% | +39.2% |
| 5Y | +45.8% | +70.4% | -24.6% | -2.3% |
| All | +45.8% | +70.3% | -24.6% | -2.3% |
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