+359.5%
DRI vs ARMK
+123.7%
+235.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -3.5% |
| 7D | +2.8% | -2.6% | +5.4% | +4.0% |
| 30D | +13.3% | -5.2% | +18.4% | +16.0% |
| 3M | +8.2% | -6.5% | +14.7% | +11.1% |
| 6M | +17.5% | +15.3% | +2.3% | +6.3% |
| YTD | +26.9% | +43.6% | -16.7% | +0.2% |
| 1Y | +31.6% | +42.1% | -10.5% | +4.4% |
| 3Y | +67.0% | +94.0% | -27.0% | +4.2% |
| 5Y | +72.9% | +96.3% | -23.3% | +3.6% |
| All | +359.5% | +123.7% | +235.8% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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