-30.6%
AR vs DRI
+661.0%
-691.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -14.3% | +2.8% | -17.1% | -15.2% |
| 30D | +1.4% | +13.3% | -11.8% | -2.9% |
| 3M | +3.4% | +8.2% | -4.8% | +0.1% |
| 6M | -2.1% | +17.5% | -19.6% | -8.3% |
| YTD | +4.7% | +26.9% | -22.2% | -5.6% |
| 1Y | +10.6% | +31.6% | -21.0% | -1.8% |
| 3Y | +24.6% | +67.0% | -42.4% | 0.0% |
| 5Y | +71.9% | +72.9% | -1.0% | +34.2% |
| 10Y | +46.4% | +371.3% | -325.0% | -15.0% |
| All | -30.6% | +661.0% | -691.7% | -61.0% |
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