+10.3%
ARM vs DRI
+30.3%
-19.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.8% | +4.6% |
| 7D | -15.2% | +2.8% | -18.0% | -14.9% |
| 30D | -40.7% | +13.3% | -53.9% | -40.1% |
| 3M | -39.1% | +8.2% | -47.3% | -38.6% |
| 6M | -26.4% | +17.5% | -44.0% | -26.2% |
| YTD | +59.7% | +26.9% | +32.8% | +64.1% |
| 1Y | +10.3% | +31.6% | -21.2% | +14.6% |
| All | +10.3% | +30.3% | -19.9% | +14.6% |
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 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