+15.4%
AUR vs DRI
+2.4%
+13.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.4% | +1.5% |
| 7D | +1.4% | -3.2% | +4.6% | +1.7% |
| 30D | -6.4% | -7.8% | +1.4% | -5.8% |
| 3M | +7.7% | +0.4% | +7.4% | +7.8% |
| 6M | +44.5% | +4.8% | +39.7% | +43.3% |
| YTD | +67.4% | +16.7% | +50.7% | +58.8% |
| 1Y | +15.4% | +1.5% | +14.0% | +4.8% |
| All | +15.4% | +2.4% | +13.1% | +4.8% |
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