+5.7%
AS vs DRI
+31.8%
-26.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.7% |
| 7D | +4.5% | +4.2% | +0.3% | +3.1% |
| 30D | +13.2% | +15.7% | -2.5% | +8.4% |
| 3M | -11.9% | +5.8% | -17.7% | -13.7% |
| 6M | -11.6% | +18.4% | -30.0% | -16.6% |
| YTD | -14.7% | +28.2% | -42.9% | -19.3% |
| 1Y | +5.7% | +35.9% | -30.2% | +0.6% |
| All | +5.7% | +31.8% | -26.1% | +0.6% |
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