+354.0%
DRI vs ARMK
+136.6%
+217.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.6% |
| 7D | -1.2% | +1.7% | -2.9% | -2.2% |
| 30D | -0.4% | +3.1% | -3.5% | -2.5% |
| 3M | +9.5% | +9.2% | +0.3% | +3.6% |
| 6M | +6.5% | +43.7% | -37.2% | -14.8% |
| YTD | +18.4% | +57.4% | -39.0% | -10.6% |
| 1Y | +4.2% | +51.9% | -47.6% | -20.0% |
| 3Y | +57.1% | +125.4% | -68.3% | -9.8% |
| 5Y | +70.4% | +149.1% | -78.7% | -11.3% |
| 10Y | +354.0% | +135.4% | +218.6% | +105.1% |
| All | +354.0% | +136.6% | +217.4% | +105.1% |
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