+174.6%
ARM vs DRI
+68.3%
+106.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +5.0% |
| 7D | -15.2% | +2.8% | -18.0% | -15.9% |
| 30D | -40.7% | +13.3% | -53.9% | -42.7% |
| 3M | -39.1% | +8.2% | -47.3% | -40.7% |
| 6M | -26.4% | +17.5% | -44.0% | -30.8% |
| YTD | +59.7% | +26.9% | +32.8% | +45.3% |
| 1Y | +10.3% | +31.6% | -21.2% | -1.5% |
| 3Y | +228.9% | +67.0% | +161.9% | +172.8% |
| All | +174.6% | +68.3% | +106.3% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling