+345.5%
DRI vs ARMK
+131.1%
+214.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | -0.8% |
| 7D | +3.1% | +0.9% | +2.2% | +2.2% |
| 30D | +16.2% | -0.4% | +16.6% | +15.7% |
| 3M | +8.4% | -2.0% | +10.3% | +8.4% |
| 6M | +19.0% | +22.0% | -3.0% | +4.2% |
| YTD | +28.8% | +49.6% | -20.8% | -0.7% |
| 1Y | +33.1% | +46.4% | -13.2% | +3.8% |
| 3Y | +70.8% | +103.2% | -32.4% | +3.7% |
| 5Y | +74.2% | +108.1% | -33.9% | +0.9% |
| 10Y | +345.5% | +129.4% | +216.1% | +104.9% |
| All | +345.5% | +131.1% | +214.4% | +104.9% |
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