-24.2%
AR vs DRI
+623.3%
-647.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +2.5% | +0.6% | +1.9% | +2.3% |
| 30D | +14.8% | +3.8% | +11.0% | +13.2% |
| 3M | +6.2% | +13.0% | -6.8% | +1.3% |
| 6M | +4.3% | +8.3% | -4.0% | +0.4% |
| YTD | +14.4% | +20.6% | -6.3% | +5.3% |
| 1Y | +21.3% | +6.5% | +14.9% | +16.4% |
| 3Y | +39.8% | +53.7% | -13.9% | +15.9% |
| 5Y | +142.1% | +72.7% | +69.4% | +89.4% |
| 10Y | +52.0% | +363.2% | -311.1% | -10.1% |
| All | -24.2% | +623.3% | -647.5% | -56.6% |
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