+65.2%
ALAB vs DRI
+6.9%
+58.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.5% | +10.3% | +9.6% |
| 7D | +7.2% | +0.6% | +6.7% | +7.5% |
| 30D | -2.5% | +3.8% | -6.4% | -1.1% |
| 3M | -13.3% | +13.0% | -26.3% | -10.7% |
| 6M | +172.8% | +8.3% | +164.5% | +178.6% |
| YTD | +86.6% | +20.6% | +66.0% | +92.3% |
| 1Y | +65.2% | +6.5% | +58.7% | +71.7% |
| All | +65.2% | +6.9% | +58.2% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling