-34.9%
AUR vs DRI
+77.4%
-112.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.8% |
| 7D | +19.2% | -1.2% | +20.5% | +20.1% |
| 30D | -7.8% | -0.4% | -7.4% | -7.7% |
| 3M | +4.0% | +9.5% | -5.5% | -3.3% |
| 6M | +45.0% | +6.5% | +38.5% | +35.9% |
| YTD | +69.5% | +18.4% | +51.1% | +45.9% |
| 1Y | +13.0% | +4.2% | +8.8% | +6.0% |
| 3Y | +90.4% | +57.1% | +33.3% | +28.3% |
| 5Y | -34.2% | +70.4% | -104.6% | -61.0% |
| All | -34.9% | +77.4% | -112.3% | -61.4% |
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