+41.8%
AR vs DRI
+350.3%
-308.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.8% | -1.2% | -0.6% | -1.4% |
| 30D | +12.6% | -0.4% | +13.0% | +12.6% |
| 3M | +10.0% | +9.5% | +0.5% | +5.8% |
| 6M | +0.6% | +6.5% | -5.8% | -2.9% |
| YTD | +13.4% | +18.4% | -5.0% | +4.4% |
| 1Y | +21.7% | +4.2% | +17.5% | +17.2% |
| 3Y | +45.8% | +57.1% | -11.3% | +17.5% |
| 5Y | +144.3% | +70.4% | +73.8% | +87.2% |
| 10Y | +41.8% | +354.0% | -312.2% | -26.2% |
| All | +41.8% | +350.3% | -308.5% | -26.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling