+257.6%
ALAB vs DRI
+43.4%
+214.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.6% |
| 7D | +16.3% | +1.1% | +15.3% | +16.2% |
| 30D | -26.1% | +9.7% | -35.8% | -26.6% |
| 3M | -31.3% | +3.2% | -34.5% | -31.4% |
| 6M | -1.0% | +20.6% | -21.6% | -4.2% |
| YTD | +33.3% | +28.3% | +5.1% | +25.1% |
| 1Y | +53.5% | +34.5% | +19.0% | +41.5% |
| All | +257.6% | +43.4% | +214.2% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling