+35.8%
ARM vs DRI
+36.0%
-0.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +11.9% | +12.1% |
| 7D | +6.0% | -0.7% | +6.8% | +5.9% |
| 30D | -20.3% | +14.7% | -35.0% | -19.4% |
| 3M | -24.4% | +5.4% | -29.8% | -23.9% |
| 6M | -4.4% | +18.8% | -23.2% | -3.9% |
| YTD | +86.0% | +28.4% | +57.7% | +91.2% |
| 1Y | +35.8% | +37.7% | -1.9% | +42.3% |
| All | +35.8% | +36.0% | -0.2% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling