+17.1%
ALAB vs DRI
+30.3%
-13.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +5.8% |
| 7D | -26.3% | +2.8% | -29.1% | -25.3% |
| 30D | -50.1% | +13.3% | -63.4% | -47.5% |
| 3M | -42.5% | +8.2% | -50.6% | -40.1% |
| 6M | -10.8% | +17.5% | -28.4% | -5.1% |
| YTD | +14.6% | +26.9% | -12.3% | +24.8% |
| 1Y | +17.1% | +31.6% | -14.4% | +26.7% |
| All | +17.1% | +30.3% | -13.2% | +26.7% |
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