+672.3%
AU vs DRI
+353.8%
+318.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -4.3% | -3.2% | -1.0% | -3.9% |
| 30D | +7.3% | -7.8% | +15.1% | +8.2% |
| 3M | +26.3% | +0.4% | +26.0% | +26.2% |
| 6M | +1.8% | +4.8% | -3.0% | +1.1% |
| YTD | +26.8% | +16.7% | +10.1% | +24.5% |
| 1Y | +66.7% | +1.5% | +65.2% | +65.8% |
| 3Y | +579.1% | +56.3% | +522.8% | +541.7% |
| 5Y | +689.3% | +66.4% | +622.9% | +636.6% |
| All | +672.3% | +353.8% | +318.4% | +468.5% |
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 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