+67.0%
DRI vs ARMK
+91.9%
-25.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -2.0% |
| 7D | +2.8% | -2.6% | +5.4% | +3.3% |
| 30D | +13.3% | -5.2% | +18.4% | +14.4% |
| 3M | +8.2% | -6.5% | +14.7% | +9.5% |
| 6M | +17.5% | +15.3% | +2.3% | +12.8% |
| YTD | +26.9% | +43.6% | -16.7% | +15.0% |
| 1Y | +31.6% | +42.1% | -10.5% | +19.5% |
| 3Y | +67.0% | +94.0% | -27.0% | +41.9% |
| All | +67.0% | +91.9% | -25.0% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling