+602.8%
AU vs DRI
+4,222.2%
-3,619.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -7.2% | +1.1% | -8.3% | -7.3% |
| 30D | -2.9% | +9.7% | -12.6% | -3.9% |
| 3M | -8.7% | +3.2% | -11.8% | -9.1% |
| 6M | -14.1% | +20.6% | -34.7% | -16.2% |
| YTD | +4.8% | +28.3% | -23.5% | +1.3% |
| 1Y | +11.9% | +34.5% | -22.7% | +7.5% |
| 3Y | +513.8% | +66.5% | +447.3% | +470.5% |
| 5Y | +379.3% | +79.6% | +299.6% | +338.3% |
| 10Y | +837.1% | +333.8% | +503.3% | +616.2% |
| All | +602.8% | +4,222.2% | -3,619.4% | +329.1% |
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