+267.2%
ALAB vs DRI
+42.8%
+224.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +26.9% | -0.3% | +27.3% | +27.0% |
| 30D | -30.0% | +10.8% | -40.8% | -30.6% |
| 3M | -28.5% | +0.9% | -29.5% | -28.4% |
| 6M | +11.4% | +16.3% | -4.9% | +8.6% |
| YTD | +36.9% | +27.8% | +9.1% | +28.5% |
| 1Y | +44.4% | +33.9% | +10.5% | +33.1% |
| All | +267.2% | +42.8% | +224.4% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling