+319.8%
DRI vs AVAV
+339.7%
-19.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -0.7% | +9.9% | -10.6% | -2.1% |
| 30D | +14.7% | -5.4% | +20.1% | +15.0% |
| 3M | +5.4% | -36.5% | +42.0% | +11.2% |
| 6M | +18.8% | -25.3% | +44.1% | +20.7% |
| YTD | +28.4% | -48.6% | +76.9% | +35.1% |
| 1Y | +37.7% | -62.1% | +99.7% | +51.2% |
| 3Y | +68.0% | +2.3% | +65.6% | +47.4% |
| 5Y | +78.8% | +35.4% | +43.4% | +40.9% |
| All | +319.8% | +339.7% | -19.9% | +161.8% |
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