+66.7%
AU vs DRI
+2.4%
+64.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | -4.3% | -3.2% | -1.0% | -4.1% |
| 30D | +7.3% | -7.8% | +15.1% | +7.7% |
| 3M | +26.3% | +0.4% | +26.0% | +26.3% |
| 6M | +1.8% | +4.8% | -3.0% | +1.9% |
| YTD | +26.8% | +16.7% | +10.1% | +25.5% |
| 1Y | +66.7% | +1.5% | +65.2% | +61.7% |
| All | +66.7% | +2.4% | +64.3% | +61.7% |
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