+319.5%
DRI vs AVAV
+315.4%
+4.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.7% |
| 7D | +1.1% | +4.2% | -3.2% | +0.4% |
| 30D | +9.7% | -2.6% | +12.3% | +9.6% |
| 3M | +3.2% | -38.0% | +41.1% | +9.1% |
| 6M | +20.6% | -27.0% | +47.6% | +22.8% |
| YTD | +28.3% | -51.4% | +79.7% | +36.0% |
| 1Y | +34.5% | -60.2% | +94.8% | +46.6% |
| 3Y | +66.5% | -6.7% | +73.2% | +48.2% |
| 5Y | +79.6% | +28.3% | +51.3% | +42.5% |
| All | +319.5% | +315.4% | +4.1% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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