+134.9%
AS vs DRI
+51.5%
+83.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +6.9% | +2.8% | +4.1% | +5.9% |
| 30D | +16.0% | +13.3% | +2.7% | +10.9% |
| 3M | -12.8% | +8.2% | -21.0% | -15.7% |
| 6M | -15.4% | +17.5% | -32.9% | -20.7% |
| YTD | -15.7% | +26.9% | -42.7% | -23.7% |
| 1Y | +6.1% | +31.6% | -25.5% | -5.5% |
| All | +134.9% | +51.5% | +83.4% | +90.3% |
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