+575.6%
AU vs DRI
+52.8%
+522.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -7.0% | -4.8% | -2.2% | -6.5% |
| 30D | +7.3% | -5.2% | +12.5% | +7.8% |
| 3M | +33.2% | +2.7% | +30.5% | +32.9% |
| 6M | -0.6% | +3.6% | -4.2% | -1.0% |
| YTD | +26.2% | +15.4% | +10.7% | +23.8% |
| 1Y | +68.3% | +1.3% | +67.0% | +67.6% |
| All | +575.6% | +52.8% | +522.8% | +543.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling