+428.4%
AXP vs DRI
+343.2%
+85.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.6% | +4.2% | -4.9% | -2.8% |
| 30D | +5.0% | +15.7% | -10.7% | -2.7% |
| 3M | -4.2% | +5.8% | -10.0% | -7.5% |
| 6M | +2.9% | +18.4% | -15.5% | -6.8% |
| YTD | -11.6% | +28.2% | -39.8% | -24.0% |
| 1Y | -11.1% | +35.9% | -47.0% | -26.1% |
| 3Y | +116.7% | +67.7% | +49.0% | +57.1% |
| 5Y | +89.6% | +77.9% | +11.7% | +31.4% |
| 10Y | +428.4% | +338.7% | +89.7% | +119.6% |
| All | +428.4% | +343.2% | +85.2% | +119.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling