+788.4%
AU vs DRI
+3,965.0%
-3,176.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -3.6% | +0.6% | -4.2% | -3.7% |
| 30D | +23.9% | +3.8% | +20.0% | +23.3% |
| 3M | +19.1% | +13.0% | +6.1% | +17.2% |
| 6M | -0.2% | +8.3% | -8.5% | -1.3% |
| YTD | +32.5% | +20.6% | +11.8% | +29.1% |
| 1Y | +96.9% | +6.5% | +90.5% | +94.6% |
| 3Y | +614.7% | +53.7% | +561.0% | +570.8% |
| 5Y | +647.7% | +72.7% | +575.0% | +586.5% |
| 10Y | +679.2% | +363.2% | +316.1% | +490.1% |
| All | +788.4% | +3,965.0% | -3,176.6% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling