+193.0%
ARM vs DRI
+70.8%
+122.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.5% | +5.2% | +6.3% |
| 7D | -5.3% | +3.1% | -8.4% | -6.1% |
| 30D | -30.0% | +16.2% | -46.3% | -32.8% |
| 3M | -34.1% | +8.4% | -42.4% | -35.7% |
| 6M | -12.6% | +19.0% | -31.6% | -18.0% |
| YTD | +70.4% | +28.8% | +41.6% | +54.5% |
| 1Y | +22.3% | +33.1% | -10.9% | +9.0% |
| 3Y | +261.2% | +70.8% | +190.4% | +196.9% |
| All | +193.0% | +70.8% | +122.2% | +139.6% |
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 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