+685.3%
AU vs DRI
+63.5%
+621.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -7.0% | -4.8% | -2.2% | -6.4% |
| 30D | +7.3% | -5.2% | +12.5% | +7.9% |
| 3M | +33.2% | +2.7% | +30.5% | +32.7% |
| 6M | -0.6% | +3.6% | -4.2% | -1.2% |
| YTD | +26.2% | +15.4% | +10.7% | +23.4% |
| 1Y | +68.3% | +1.3% | +67.0% | +67.3% |
| 3Y | +592.1% | +53.1% | +539.0% | +540.6% |
| 5Y | +685.3% | +64.6% | +620.7% | +602.6% |
| All | +685.3% | +63.5% | +621.8% | +602.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling