+45.3%
AR vs DRI
+53.9%
-8.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | +0.6% | +1.9% | +2.4% |
| 30D | +14.8% | +3.8% | +11.0% | +14.0% |
| 3M | +6.2% | +13.0% | -6.8% | +3.7% |
| 6M | +4.3% | +8.3% | -4.0% | +2.5% |
| YTD | +14.4% | +20.6% | -6.3% | +8.3% |
| 1Y | +21.3% | +6.5% | +14.9% | +19.4% |
| All | +45.3% | +53.9% | -8.6% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling