+296.4%
ARM vs DRI
+59.9%
+236.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +5.5% | +0.6% | +4.9% | +5.3% |
| 30D | -8.2% | +3.8% | -12.0% | -9.4% |
| 3M | -35.9% | +13.0% | -48.9% | -38.9% |
| 6M | +103.1% | +8.3% | +94.8% | +96.5% |
| YTD | +130.6% | +20.6% | +110.0% | +113.1% |
| 1Y | +86.1% | +6.5% | +79.6% | +80.6% |
| All | +296.4% | +59.9% | +236.5% | +230.5% |
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