+37.5%
DRI vs ACM
-45.0%
+82.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | +4.2% | +6.6% | -2.4% | +3.6% |
| 30D | +15.7% | +19.8% | -4.1% | +14.1% |
| 3M | +5.8% | -3.1% | +8.9% | +5.8% |
| 6M | +18.4% | -11.5% | +29.9% | +19.1% |
| YTD | +28.2% | -24.7% | +52.9% | +30.7% |
| All | +37.5% | -45.0% | +82.5% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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